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04/20/2023
Statistical inference for Gaussian Whittle-Matérn fields on metric graphs
The Whittle-Matérn fields are a recently introduced class of Gaussian pr...
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05/12/2022
Gaussian Whittle-Matérn fields on metric graphs
We define a new class of Gaussian processes on compact metric graphs suc...
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03/10/2022
Controlling the flexibility of non-Gaussian processes through shrinkage priors
The normal inverse Gaussian (NIG) and generalized asymmetric Laplace (GA...
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06/08/2020
The diffusion-based extension of the Matérn field to space-time
The Matérn field is the most well known family of covariance functions u...
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12/11/2019
Scale invariant proper scoring rules Scale dependence: Why the average CRPS often is inappropriate for ranking probabilistic forecasts
Averages of proper scoring rules are often used to rank probabilistic fo...
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06/25/2019
