Matthias Katzfuss

Scalable Sparse Autoregressive Variational Inference for Non-Gaussian Spatial Fields

Latent field models are essential for spatial statistics, but the posterior distribution of the latent field, even with a Gaussian process (GP) prior, is analytically intractable whenever the likelihood is non-Gaussian. Existing approximations are either too slow or too restrictive for large non-Gaussian datasets. We p...