Fast sampling of parameterised Gaussian random fields (Q1987947)

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English	Fast sampling of parameterised Gaussian random fields	scientific article

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instance of

scholarly article

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title

Fast sampling of parameterised Gaussian random fields (English)

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Computer Methods in Applied Mechanics and Engineering

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publication date

16 April 2020

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full work available at URL

https://arxiv.org/abs/1804.11157

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zbMATH Keywords

uncertainty quantification

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Bayesian inverse problem

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reduced basis methods

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spatial statistics

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Karhunen-Loève expansion

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describes a project that uses

redbKIT

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AS 312

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MaRDI profile type

MaRDI publication profile

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cites work

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Coarse-Grid Sampling Interpolatory Methods for Approximating Gaussian Random Fields

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Fast random field generation with \(H\)-matrices

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Application of hierarchical matrices for computing the Karhunen-Loève expansion

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A Multilevel, Hierarchical Sampling Technique for Spatially Correlated Random Fields

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Faster computation of the Karhunen-Loève expansion using its domain independence property

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Randomized algorithms for generalized Hermitian eigenvalue problems with application to computing Karhunen–Loève expansion

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Simulation of multi-dimensional random fields by Karhunen-Loève expansion

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Multiscale model reduction method for Bayesian inverse problems of subsurface flow

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A Generalized Polynomial Chaos-Based Method for Efficient Bayesian Calibration of Uncertain Computational Models

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Fast Spatial Gaussian Process Maximum Likelihood Estimation via Skeletonization Factorizations

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Certified Reduced Basis Methods for Parametrized Partial Differential Equations

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Reduced basis approximation and<i>a posteriori</i>error estimates for parametrized elliptic eigenvalue problems

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Fast model updating coupling Bayesian inference and PGD model reduction

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Identifiers

zbMATH Open document ID

1441.65001

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DOI

10.1016/j.cma.2019.02.003

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:1987947