An explicit link between Gaussian fields and Gaussian Markov random fields; The SPDE approach
Continuously indexed Gaussian fields (GFs) is the most important ingredient in spatial statistical modelling and geo-statistics. The specification through the covariance function gives an intuitive interpretation of its properties. On the computational side, GFs are hampered with the "big-n" problem, since the cost of factorising dense matrices is cubic in the dimension. Although the computational
