Fast generation of isotropic Gaussian random fields on the sphere
From MaRDI portal
Publication:1746424
DOI10.1515/mcma-2018-0001zbMath1386.60180arXiv1709.10314OpenAlexW2757029513MaRDI QIDQ1746424
Publication date: 25 April 2018
Published in: Monte Carlo Methods and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1709.10314
fast Fourier transformisotropic random fieldsGaussian random fieldsGaussian Markov random fieldsefficient simulation
Random fields (60G60) Gaussian processes (60G15) Numerical methods for discrete and fast Fourier transforms (65T50) Green's functions for elliptic equations (35J08)
Related Items
Simulation of Gaussian random field in a ball ⋮ Surface Finite Element Approximation of Spherical Whittle--Matérn Gaussian Random Fields ⋮ Isotropic sparse regularization for spherical harmonic representations of random fields on the sphere ⋮ Galerkin-Chebyshev approximation of Gaussian random fields on compact Riemannian manifolds ⋮ Multilevel approximation of Gaussian random fields: Fast simulation ⋮ A turning bands method for simulating isotropic Gaussian random fields on the sphere ⋮ Spectral simulation of isotropic Gaussian random fields on a sphere ⋮ Fast and exact simulation of Gaussian random fields defined on the sphere cross time ⋮ smerfs
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach
- Isotropic Gaussian random fields on the sphere: regularity, fast simulation and stochastic partial differential equations
- Computing Fourier transforms and convolutions on the 2-sphere
- A Markov property for Gaussian processes with a multidimensional parameter
- Internal models and recursive estimation for 2-D isotropic random fields
- Gauss-Markov random fields (CMrf) with continuous indices
- Gaussian Markov Random Fields
- Telescoping Recursive Representations and Estimation of Gauss–Markov Random Fields
- Brownian Motion with a Several-Dimensional Time
- ON STATIONARY PROCESSES IN THE PLANE