Kriging and spatial design accelerated by orders of magnitude: combining low-rank covariance approximations with FFT-techniques

DOI10.1007/s11004-013-9453-6zbMath1321.86027OpenAlexW1984028041WikidataQ57524787 ScholiaQ57524787MaRDI QIDQ500731

Yong-Cai Geng, Sumit K. Garg

Publication date: 5 October 2015

Published in: Mathematical Geosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11004-013-9453-6

zbMATH Keywords

spectral methodsefficient geostatistical estimationgeostatistical optimal designlow-rank tensor approximation

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Geostatistics (86A32)

Related Items (8)

Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format ⋮ Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability ⋮ Tensorized low-rank circulant preconditioners for multilevel Toeplitz linear systems from high-dimensional fractional Riesz equations ⋮ Likelihood approximation with hierarchical matrices for large spatial datasets ⋮ HODLR\(d\)D: a new black-box fast algorithm for \(N\)-body problems in \(d\)-dimensions with guaranteed error bounds. Applications to integral equations and support vector machines ⋮ Scalable Physics-Based Maximum Likelihood Estimation Using Hierarchical Matrices ⋮ Tucker tensor analysis of Matérn functions in spatial statistics ⋮ Iterative algorithms for the post-processing of high-dimensional data

Uses Software

• FFTW

Cites Work

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• Comparison of kriging techniques in a space-time context
• Geostatistical space-time models: a review

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