Coarse-Grid Sampling Interpolatory Methods for Approximating Gaussian Random Fields (Q5397872)

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scientific article; zbMATH DE number 6261291
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Coarse-Grid Sampling Interpolatory Methods for Approximating Gaussian Random Fields
scientific article; zbMATH DE number 6261291

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    Coarse-Grid Sampling Interpolatory Methods for Approximating Gaussian Random Fields (English)
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    25 February 2014
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    random fields
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    grid-based sampling
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    covariance functions
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    interpolation
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    piecewise polynomial approximation
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    low-rank approximations
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    Karhunen-Loève expansion
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    Cholesky factorization
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