A note on the relationship between PDE-based precision operators and Matérn covariances

Published: 01 Jan 2024, Last Modified: 09 May 2025CoRR 2024EveryoneRevisionsBibTeXCC BY-SA 4.0
Abstract: The purpose of this technical note is to summarize the relationship between the marginal variance and correlation length of a Gaussian random field with Mat\'ern covariance and the coefficients of the corresponding partial-differential-equation (PDE)-based precision operator.
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