Isotropic Gaussian processes on networks have a covariance that is a function of a distance between locations, but valid constructions have so far required graphs with Euclidean edges and the resistance metric. We introduce a one-parameter family of metrics $d_\kappa$, $\kappa\ge0$, on arbitrary compact metric graphs,...
A new bridge representation of Gaussian Whittle-Mat\'ern fields in the case of half-integer smoothness parameters, when the fields have Markov properties is developed, which decomposes the field into a finite-dimensional graph component and independent Whittle-Mat\'ern bridge processes on the individual edges.
David Bolin, Alexandre B. Simas, Jonas Wallin· 0 citations
We introduce a statistical framework for Gaussian fields indexed at arbitrary edge locations on general compact directed metric graphs. The construction is based on a stochastic differential equation with a first-order operator and conditions at the vertices. We characterise well-posedness and identify the covariance r...
David Bolin, Alexandre de Bustamante Simas, E. Strandh et al.· 0 citations
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