Uniform reconstruction of Gaussian processes
From MaRDI portal
Publication:1275934
DOI10.1016/S0304-4149(97)00036-7zbMath0912.60053MaRDI QIDQ1275934
Thomas Müller-Gronbach, Klaus Ritter
Publication date: 14 January 1999
Published in: Stochastic Processes and their Applications (Search for Journal in Brave)
Brownian motion; reproducing kernel Hilbert space; uniform norm; regular sequence; Sacks-Ylvisaker conditions; asymptotically optimal designs
60G15: Gaussian processes
Related Items
Unnamed Item, 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, Asymptotic behaviour of mean uniform norms for sequences of Gaussian processes and fields, Assessing the number of mean square derivatives of a Gaussian process, Hyperbolic cross designs for approximation of random fields, On convergence of the uniform norms for Gaussian processes and linear approximation problems, 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.
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On average complexity of global optimization problems
- A note on optimal and asymptotically optimal designs for certain time series models
- Average case complexity of linear multivariate problems. II: Applications
- Average \(n\)-widths of the Wiener space in the \(L_ \infty\)-norm
- Spatial adaption for predicting random functions
- Integration and approximation of multivariate functions: Average case complexity with isotropic Wiener measure
- Asymptotic optimality of regular sequence designs
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Sampling designs for estimation of a random process
- Approximation of linear operators on a Wiener space
- Multivariate integration and approximation for random fields satisfying Sacks-Ylvisaker conditions
- Probabilistic and average linear width in \(L_ \infty\)-norm with respect to \(r\)-fold Wiener measure
- Optimal designs for approximating the path of a stochastic process
- On optimal allocations for estimating the surface of a random field
- On the power of adaption
- Approximation and optimization on the Wiener space
- Some exact optimal designs for linear covariance functions in one dimension
- Optimal Designs for Approximating a Stochastic Process with Respect to a Minimax Criterion
- Large deviations in the piecewise linear approximation of Gaussian processes with stationary increments
- Designs for Regression Problems with Correlated Errors
- Designs for Regression Problems With Correlated Errors: Many Parameters
- Theory of Reproducing Kernels