Semivariogram methods for modeling Whittle-Matern priors in Bayesian inverse problems

We present a new technique, based on semivariogram methodology, for obtaining point estimates for use in prior modeling for solving Bayesian inverse problems. This method requires a connection between Gaussian processes with covariance operators defined by the Matern covariance function and Gaussian processes with precision (inverse-covariance) operators defined by the Green's functions of a class of elliptic stochastic partial differential equations (SPDEs). We present a detailed mathematical description of this connection. We will show that there is an equivalence between these two Gaussian processes when the domain is infinite-for us, R2