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Matern Covariance Function

Matern Covariance Function

Paperback

Probability & Statistics

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ISBN10: 613373132X
ISBN13: 9786133731325
Publisher: Alphascript Pub
Pages: 72
Weight: 0.26
Height: 0.17 Width: 9.02 Depth: 6.00
Language: English
High Quality Content by WIKIPEDIA articles! In statistics, the Matern covariance (named after the Swedish forestry statistician Bertil Matern) is a covariance function used in spatial statistics, geostatistics, machine learning, image analysis, and other applications of multivariate statistical analysis on metric spaces. It is commonly used to define the statistical covariance between measurements made at two points that are d units distant from each other. Since the covariance only depends on distances between points, it is stationary. If the distance is Euclidean distance, the Matern covariance is also isotropic.

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