Pages that link to "Item:Q1656612"

The following pages link to Doubly stochastic radial basis function methods (Q1656612):

Displaying 16 items.

• Double precision rational approximation algorithm for the inverse standard normal second order loss function (Q1646103) (← links)
• Optimal shape parameter in the MQ-RBF by minimizing an energy gap functional (Q1726449) (← links)
• Two-step MPS-MFS ghost point method for solving partial differential equations (Q2027598) (← links)
• Kansa RBF collocation method with auxiliary boundary centres for high order BVPs (Q2043188) (← links)
• Optimal design for kernel interpolation: applications to uncertainty quantification (Q2124880) (← links)
• A stochastic extended Rippa's algorithm for LpOCV (Q2143505) (← links)
• On variable and random shape Gaussian interpolations (Q2177866) (← links)
• The extension of Rippa's algorithm beyond LOOCV (Q2233309) (← links)
• A semi-Lagrangian meshless framework for numerical solutions of two-dimensional sloshing phenomenon (Q2294429) (← links)
• A non-intrusive reduced basis EKI for time fractional diffusion inverse problems (Q2300550) (← links)
• A trustable shape parameter in the kernel-based collocation method with application to pricing financial options (Q2662414) (← links)
• Stabilized interpolation using radial basis functions augmented with selected radial polynomials (Q6049308) (← links)
• Local radial basis function collocation method preserving maximum and monotonicity principles for nonlinear differential equations (Q6088184) (← links)
• Numerical investigation of high-dimensional option pricing PDEs by utilizing a hybrid radial basis function -- finite difference procedure (Q6545928) (← links)
• An investigation of global radial basis function collocation methods applied to Helmholtz problems (Q6555450) (← links)
• Solving interpolation problems on surfaces stochastically and greedily (Q6556646) (← links)