The use of systems of stochastic PDEs as priors for multivariate models   with discrete structures
  A challenge in multivariate problems with discrete structures is the inclusion of prior information that may differ in each separate structure. A particular example of this is seismic amplitude versus angle (AVA) inversion to elastic parameters, where the discrete structures are geologic layers. Recently, the use of systems of linear stocastic partial differential equations (SPDEs) have become a popular tool for specifying priors in latent Gaussian models. This approach allows for flexible incorporation of nonstationarity and anisotropy in the prior model. Another advantage is that the prior field is Markovian and therefore the precision matrix is very sparse, introducing huge computational and memory benefits. We present a novel approach for parametrising correlations that differ in the different discrete structures, and additionally a geodesic blending approach for quantifying fuzziness of interfaces between the structures. Keywords: Gaussian distribution, multivariate, stochastic PDEs, discrete structures 
Erlend Aune and Daniel Simpson
stat.ME stat.CO