Optimal designs for approximating the path of a stochastic process
From MaRDI portal
Publication:1918137
DOI10.1016/0378-3758(95)00017-8zbMath0881.62080OpenAlexW2068306391MaRDI QIDQ1918137
Publication date: 8 February 1998
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0378-3758(95)00017-8
Related Items
Estimation of number of the derivatives of a Gaussian process ⋮ Optimal designs for approximating the path of a stochastic process ⋮ Global smoothness estimation of a Gaussian process from general sequence designs ⋮ Unnamed Item ⋮ On convergence of the uniform norms for Gaussian processes and linear approximation problems ⋮ An algorithm for the computation of optimum designs under a given covariance structure ⋮ Spline approximation of random processes and design problems ⋮ Bayesian optimal sequential design for nonparametric regression via inhomogeneous evolutionary MCMC ⋮ Assessing the number of mean square derivatives of a Gaussian process ⋮ Stochastic structure of asymptotic quantization errors ⋮ Optimal approximation of stochastic differential equations by adaptive step-size control ⋮ Asymptotically optimal weighted numerical integration ⋮ Exactly optimal sampling designs for processes with a product covariance structure ⋮ Uniform reconstruction of Gaussian processes ⋮ Hyperbolic cross designs for approximation of random fields ⋮ A NOTE ON SAMPLING DESIGNS FOR RANDOM PROCESSES WITH NO QUADRATIC MEAN DERIVATIVE
Cites Work
- Unnamed Item
- Average case complexity of linear multivariate problems. II: Applications
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Sampling designs for estimation of a random process
- Approximation of linear operators on a Wiener space
- Optimal designs for approximating the path of a stochastic process
- Some exact optimal designs for linear covariance functions in one dimension
- Designs for Regression Problems with Correlated Errors
- Designs for Regression Problems With Correlated Errors: Many Parameters
- Designs for Regression Problems with Correlated Errors III
- Theory of Reproducing Kernels