The Geometry of Random Fields

DOI10.1137/1.9780898718980zbMath1182.60017OpenAlexW2048209332MaRDI QIDQ3407830

Publication date: 23 February 2010

Full work available at URL: https://doi.org/10.1137/1.9780898718980

Random fields (60G60) Gaussian processes (60G15) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory (60-01) Sample path properties (60G17) Local time and additive functionals (60J55)

Related Items

Augmented Gaussian random field: theory and computation, Quantitative stochastic homogenization of an unbounded front propagation problem, Spatiotemporal covariance functions for Laplacian ARMA fields in higher dimensions, Mean number and correlation function of critical points of isotropic Gaussian fields and some results on GOE random matrices, Improving exoplanet detection power: multivariate Gaussian process models for stellar activity, APIK: Active Physics-Informed Kriging Model with Partial Differential Equations, The multiplicative chaos of \(H=0\) fractional Brownian fields, The band structure of a model of spatial random permutation, Propagation of uncertainty in the mechanical and biological response of growing tissues using multi-fidelity Gaussian process regression, Computational stochastic homogenization of heterogeneous media from an elasticity random field having an uncertain spectral measure, Spatio-temporal exceedance locations and confidence regions, Geometric MCMC for infinite-dimensional inverse problems, Penalized model-based clustering of complex functional data, A multigrid multilevel Monte Carlo method for transport in the Darcy-Stokes system, The phase transition for planar Gaussian percolation models without FKG, Posterior consistency for Gaussian process approximations of Bayesian posterior distributions, Time-separated stochastic mechanics for the simulation of viscoelastic structures with local random material fluctuations, A functional central limit theorem on non-stationary random fields with nested spatial structure, Bispectrum and a non-linear model for a non-Gaussian homogenous and isotropic field in 3D, Restrictions of Hölder continuous functions, Space and spectral domain relative entropy for homogeneous random fields, On Local Fourier Analysis of Multigrid Methods for PDEs with Jumping and Random Coefficients, Kolmogorov-Chentsov theorem and differentiability of random fields on manifolds, Bayesian inverse problems for recovering coefficients of two scale elliptic equations, Adaptive dimension reduction to accelerate infinite-dimensional geometric Markov chain Monte Carlo, Parallel Local Approximation MCMC for Expensive Models, Well-Posed Bayesian Inverse Problems with Infinitely Divisible and Heavy-Tailed Prior Measures, Modeling and fitting of three-dimensional mineral microstructures by multinary random fields, Unnamed Item, Bayesian inference of random fields represented with the Karhunen-Loève expansion, Intensity of crossings of a given level by a homogeneous random field, Discretisation schemes for level sets of planar Gaussian fields, Articulated estimator random field and geometrical approach applied in system identification, An Explicit Link between Gaussian Fields and Gaussian Markov Random Fields: The Stochastic Partial Differential Equation Approach, MCMC methods for functions: modifying old algorithms to make them faster, Fractional Gaussian fields: a survey, Estimating loss reserves using hierarchical Bayesian Gaussian process regression with input warping, Scaling limits of the Schelling model, Zeros of smooth stationary Gaussian processes, RVE problem: mathematical aspects and related stochastic mechanics, Coarsening in algebraic multigrid using Gaussian processes, A Statistical Framework for Generating Microstructures of Two-Phase Random Materials: Application to Fatigue Analysis, Efficient Computation of Extreme Excursion Probabilities for Dynamical Systems through Rice's Formula, Functional delta residuals and applications to simultaneous confidence bands of moment based statistics, Derivative-Based Global Sensitivity Analysis for Models with High-Dimensional Inputs and Functional Outputs, Anisotropy of Hölder Gaussian random fields: characterization, estimation, and application to image textures, The SPDE approach to Matérn fields: graph representations, Stochastic homology of Gaussian vs. non-Gaussian random fields: graphs towards Betti numbers and persistence diagrams, Gaussian Random Particles with Flexible Hausdorff Dimension, Existence of an unbounded nodal hypersurface for smooth Gaussian fields in dimension \(d\geq 3\), The nature of non-Gaussianity and statistical isotropy of the 408 MHz Haslam synchrotron map