Problems with Likelihood Estimation of Covariance Functions of Spatial Gaussian Processes
本文通过模拟和真实数据例子，指出最大似然法估计空间高斯过程协方差参数时，剖面似然可能多峰，全局最大值对应的参数值可能不合理。
Maximum likelihood has frequently been suggested as a way to estimate covariance parameters in spatial Gaussian processes. The results of some simple examples based on simulated data are discussed. It is shown by an example with real data that the profile likelihood can be multimodal, and that the global maximum may not correspond to a sensible value of the parameters.