Jia Li

Temporal Fourier Likelihoods with Spatial Hilbert-Space Gaussian Process Approximations

Reconstructing stationary space-time Gaussian processes at unobserved locations is costly when many sites share regular temporal records. We develop a spectral likelihood combining a temporal discrete Fourier transform (DFT) with a Hilbert-space Gaussian process (HSGP) representation of frequency-specific spatial covar...