Uniform reconstruction of Gaussian processes

DOI10.1016/S0304-4149(97)00036-7zbMATH Open0912.60053MaRDI QIDQ1275934FDOQ1275934

Authors: Thomas Müller-Gronbach, Klaus Ritter 

Publication date: 14 January 1999

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Recommendations

• On convergence of the uniform norms for Gaussian processes and linear approximation problems
• Estimation of number of the derivatives of a Gaussian process
• Assessing the number of mean square derivatives of a Gaussian process
• Linear interpolation of stationary processes from the signs of their derivatives
• scientific article; zbMATH DE number 1054350

zbMATH Keywords

reproducing kernel Hilbert spaceBrownian motionregular sequenceuniform normSacks-Ylvisaker conditionsasymptotically optimal designs

Mathematics Subject Classification ID

Gaussian processes (60G15)

Cites Work

• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Designs for Regression Problems With Correlated Errors: Many Parameters
• Theory of Reproducing Kernels
• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal Designs for Approximating a Stochastic Process with Respect to a Minimax Criterion
• A note on optimal and asymptotically optimal designs for certain time series models
• Asymptotic optimality of regular sequence designs
• Sampling designs for estimation of a random process
• Title not available (Why is that?)
• Designs for Regression Problems with Correlated Errors
• Probabilistic and average linear width in \(L_ \infty\)-norm with respect to \(r\)-fold Wiener measure
• Approximation and optimization on the Wiener space
• Average \(n\)-widths of the Wiener space in the \(L_ \infty\)-norm
• Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments
• Spatial adaption for predicting random functions
• Optimal designs for approximating the path of a stochastic process
• Title not available (Why is that?)
• Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker conditions
• Title not available (Why is that?)
• On the power of adaption
• Integration and approximation of multivariate functions: Average case complexity with isotropic Wiener measure
• On average complexity of global optimization problems
• Approximation of linear operators on a Wiener space
• Average case complexity of linear multivariate problems. II: Applications
• Title not available (Why is that?)
• On optimal allocations for estimating the surface of a random field
• Some exact optimal designs for linear covariance functions in one dimension

Cited In (10)

• Title not available (Why is that?)
• The optimal uniform approximation of systems of stochastic differential equations
• Step size control for the uniform approximation of systems of stochastic differential equations with additive noise.
• Assessing the number of mean square derivatives of a Gaussian process
• Global smoothness estimation of a Gaussian process from general sequence designs
• Estimating the order of mean-square derivatives with quadratic variations
• Estimation of number of the derivatives of a Gaussian process
• Hyperbolic cross designs for approximation of random fields
• Asymptotic behaviour of mean uniform norms for sequences of Gaussian processes and fields
• On convergence of the uniform norms for Gaussian processes and linear approximation problems

This page was built for publication: Uniform reconstruction of Gaussian processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1275934)