Gaussian measure in Hilbert space and applications in numerical analysis

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

Publication date: 1972

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

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)

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
Maximum Likelihood Estimation and Uncertainty Quantification for Gaussian Process Approximation of Deterministic Functions
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
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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
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
Bayesian Quadrature, Energy Minimization, and Space-Filling Design
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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