Bigraphical Mat\'ern-Whittle (BMW) Processes for Fast Inference of Big Multivariate Spatial Data on General Domains
Large spatial data sets now record many correlated variables at many thousands of locations, often on domains where Euclidean distance misrepresents proximity. The central difficulty is modelling the cross-variable dependence jointly while retaining variable-level interpretation. We introduce the bigraphical Mat'ern-Wh...