Bibliography

1. F. Lindgren, H. Rue and J. Lindström. An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach. Journal of the Royal Statistical Society: Series B (Statistical Methodology) 73, 423–498 (2011).

2. L. Clarotto, D. Allard, T. Romary and N. Desassis. The SPDE Approach for Spatio-Temporal Datasets with Advection and Diffusion. Spatial Statistics 62, 100847 (2024).

3. P. Sidén, F. Lindgren, D. Bolin and M. Villani. Efficient Covariance Approximations for Large Sparse Precision Matrices. Journal of Computational and Graphical Statistics 27, 898–909 (2018).