Gaussian measure in Hilbert space and applications in numerical analysis

DOI10.1216/RMJ-1972-2-3-379zbMath0258.65058MaRDI QIDQ2559906

F. M. Larkin

Publication date: 1972

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10) Numerical mathematical programming methods (65K05) Monte Carlo methods (65C05) General theory of numerical analysis in abstract spaces (65J05)

Related Items (39)

Approximation of linear functionals on a Banach space with a Gaussian measure ⋮ Solving and learning nonlinear PDEs with Gaussian processes ⋮ Interpolation of regression functions in reproducing kernel hubert spaces ⋮ The average error of quadrature formulas for functions of bounded variation ⋮ Integration and \(L_ 2\)-approximation: Average case setting with isotropic Wiener measure for smooth functions ⋮ Splines from a Bayesian point of view ⋮ A probabilistic theory for error estimation in automatic integration ⋮ Invertibility of random fredholm operators ⋮ Probabilistic estimation of poles or zeros of functions ⋮ Estimation of a non-negative function ⋮ Multigrid with Rough Coefficients and Multiresolution Operator Decomposition from Hierarchical Information Games ⋮ Recent developments in information-based complexity ⋮ Fully Symmetric Kernel Quadrature ⋮ Maximum Likelihood Estimation and Uncertainty Quantification for Gaussian Process Approximation of Deterministic Functions ⋮ Bayesian Quadrature, Energy Minimization, and Space-Filling Design ⋮ Rethinking factor analysis as an interpolation problem ⋮ A survey of average case complexity for linear multivariate problems ⋮ Corrections to Probabilistic analysis of numerical methods for integral equations ⋮ Bayes linear analysis for ordinary differential equations ⋮ Unnamed Item ⋮ Gamblets for opening the complexity-bottleneck of implicit schemes for hyperbolic and parabolic ODEs/PDEs with rough coefficients ⋮ Gaussian kernel quadrature at scaled Gauss-Hermite nodes ⋮ Comparing parameter choice methods for regularization of ill-posed problems ⋮ Statistical methods in optimal curve fitting ⋮ Optimal Monte Carlo integration on closed manifolds ⋮ Symmetry exploits for Bayesian cubature methods ⋮ On the positivity and magnitudes of Bayesian quadrature weights ⋮ A modern retrospective on probabilistic numerics ⋮ A role for symmetry in the Bayesian solution of differential equations ⋮ Bayesian numerical methods for nonlinear partial differential equations ⋮ Applying reproducing kernels to the evaluation and approximation of the simple and time-dependent imaginary time harmonic oscillator path integrals ⋮ On average case errors in numerical analysis ⋮ A modification of the secant rule derived from a maximum likelihood principle ⋮ Probabilistic integration: a role in statistical computation? ⋮ Bayesian Probabilistic Numerical Methods ⋮ A Bayesian conjugate gradient method (with discussion) ⋮ Probabilistic analysis of numerical methods for integral equations ⋮ Sampling based approximation of linear functionals in reproducing kernel Hilbert spaces ⋮ Average case optimality

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