Gaussian measure in Hilbert space and applications in numerical analysis

DOI10.1216/RMJ-1972-2-3-379zbMATH Open0258.65058MaRDI QIDQ2559906FDOQ2559906

Authors F. M. Larkin 

Publication date 1972

Published in Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Numerical mathematical programming methods (65K05) Numerical smoothing, curve fitting (65D10) General theory of numerical analysis in abstract spaces (65J05)

Cited In (41)

• Bayesian quadrature, energy minimization, and space-filling design
• Gaussian kernel quadrature at scaled Gauss-Hermite nodes
• Interpolation of regression functions in reproducing kernel hubert spaces
• Gamblets for opening the complexity-bottleneck of implicit schemes for hyperbolic and parabolic ODEs/PDEs with rough coefficients
• On average case errors in numerical analysis
• Comparing parameter choice methods for regularization of ill-posed problems
• A modern retrospective on probabilistic numerics
• Optimal Monte Carlo integration on closed manifolds
• On the positivity and magnitudes of Bayesian quadrature weights
• Title not available (Why is no real title available?)
• Invertibility of random fredholm operators
• A modification of the secant rule derived from a maximum likelihood principle
• Recent developments in information-based complexity
• Splines from a Bayesian point of view
• Probabilistic integration: a role in statistical computation?
• The average error of quadrature formulas for functions of bounded variation
• Bayesian numerical methods for nonlinear partial differential equations
• Sampling based approximation of linear functionals in reproducing kernel Hilbert spaces
• A survey of average case complexity for linear multivariate problems
• Probabilistic estimation of poles or zeros of functions
• Multigrid with Rough Coefficients and Multiresolution Operator Decomposition from Hierarchical Information Games
• A Bayesian approach to modeling finite element discretization error
• Maximum likelihood estimation and uncertainty quantification for Gaussian process approximation of deterministic functions
• Approximation of linear functionals on a Banach space with a Gaussian measure
• Statistical methods in optimal curve fitting
• Bayes linear analysis for ordinary differential equations
• Probabilistic analysis of numerical methods for integral equations
• Applying reproducing kernels to the evaluation and approximation of the simple and time-dependent imaginary time harmonic oscillator path integrals
• A role for symmetry in the Bayesian solution of differential equations
• A probabilistic theory for error estimation in automatic integration
• Bayesian Probabilistic Numerical Methods
• Estimation of a non-negative function
• Integration and \(L_ 2\)-approximation: Average case setting with isotropic Wiener measure for smooth functions
• Error analysis of kernel/GP methods for nonlinear and parametric PDEs
• Corrections to Probabilistic analysis of numerical methods for integral equations
• Symmetry exploits for Bayesian cubature methods
• Fully Symmetric Kernel Quadrature
• A Bayesian conjugate gradient method (with discussion)
• Average case optimality
• Solving and learning nonlinear PDEs with Gaussian processes
• Rethinking factor analysis as an interpolation problem

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