Fast sampling of parameterised Gaussian random fields (Q1987947)

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Fast sampling of parameterised Gaussian random fields

scientific article; zbMATH DE number 7189814

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English	Fast sampling of parameterised Gaussian random fields	scientific article; zbMATH DE number 7189814

Statements

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

Handbook of uncertainty quantification. In 2 volumes

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Uncertainty quantification. Theory, implementation, and applications

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Inverse problems: a Bayesian perspective

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An Algorithm for Simulating Stationary Gaussian Random Fields

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Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix

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Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields

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Low-Rank Eigenvector Compression of Posterior Covariance Matrices for Linear Gaussian Inverse Problems

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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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Efficient approximation of random fields for numerical applications.

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Weak convergence of Galerkin approximations for fractional elliptic stochastic PDEs with spatial white noise

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Sparse approximations of fractional Matérn fields

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Numerical methods for the discretization of random fields by means of the Karhunen-Loève expansion

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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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Karhunen-Loève approximation of random fields by generalized fast multipole methods

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

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The Bayesian Choice

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Hierarchical Bayesian level set inversion

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Multiscale model reduction method for Bayesian inverse problems of subsurface flow

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Hyperpriors for Matérn fields with applications in Bayesian inversion

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Coordinate transformation and polynomial chaos for the Bayesian inference of a Gaussian process with parametrized prior covariance function

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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 methods for partial differential equations. An introduction

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Reduced basis approximation and a posteriori error estimates for parametrized elliptic eigenvalue problems

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Output bounds for reduced-basis approximations of symmetric positive definite eigenvalue problems

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Sparse-grid, reduced-basis Bayesian inversion

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Fast model updating coupling Bayesian inference and PGD model reduction

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An implicit restarted Lanczos method for large symmetric eigenvalue problems

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Uncertainty Quantification and Weak Approximation of an Elliptic Inverse Problem

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Identifiers

zbMATH Open document ID

1441.65001

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Mathematics Subject Classification ID

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10.1016/J.CMA.2019.02.003

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Sitelinks

Mathematics(1 entry)

mardi Publication:1987947