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Project: Vecchia Likelihood Approximation for Accurate and Fast Inference in Intractable Spatial Extremes Models

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VecchiaSpatialExtremes

Project: Vecchia Likelihood Approximation for Accurate and Fast Inference in Intractable Spatial Max-Stable Models (See https://arxiv.org/abs/2203.05626.)

Here we provide the code to implement the vecchia approximation as well as the code to visualize the results in the application for the Red Sea sea surface temperature data.

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Project: Vecchia Likelihood Approximation for Accurate and Fast Inference in Intractable Spatial Extremes Models

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