Asymptotic Behavior of the Likelihood Function of Covariance Matrices of Spatial Gaussian Processes
Figure 2
Kriging of data stemming from reduced-order modeling of solutions to the Navier-Stokes equations via POD coefficient interpolation; see, for example, [23]. (a) Kriging predictors for different choices of the distance weight . (b) Corresponding condensed log-likelihood function, showing the limit behavior as predicted by Theorem 3.1. Numerically, the function features no local minimum. Thus, it is impossible to say which one of the estimator functions in the left picture is the most likely.
