A note on the relationship between PDE-based precision operators and Mat\'ern covariances
<|reference_start|>A note on the relationship between PDE-based precision operators and Mat\'ern covariances: The purpose of this technical note is to summarize the relationship between the marginal variance and correlation length of a Gaussian random field with Mat\'ern covariance and the coefficients of the corresponding partial-differential-equation (PDE)-based precision operator.<|reference_end|>
@article{villa2024a,
    title={A note on the relationship between PDE-based precision operators and
  Mat\'ern covariances},
    author={Umberto Villa and Thomas O'Leary-Roseberry},
    journal={arXiv preprint arXiv:2407.00471},
    year={2024},
    archivePrefix={arXiv},
    eprint={2407.00471},
    primaryClass={math.NA cs.NA math.PR stat.CO}
}