Author

Jonas Wallin

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Preprint Sep 2026

A bridge representation of Gaussian Whittle-Mat\'ern fields on 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

Preprint Oct 2026

Local asymptotic normality for spectral-tail likelihoods under fixed-domain sampling

We establish local asymptotic normality (LAN) for joint inference on scale and roughness in stationary Gaussian random fields observed on increasingly dense regular grids in a fixed domain. Scale and roughness are represented by the coefficient and decay exponent of the leading spectral tail. Under spectral regularity...

Alexandre B. Simas, Jonas Wallin · 0 citations

Preprint Sep 2026

Gaussian Processes on Directed Metric Graphs

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