Kriging and spatial design accelerated by orders of magnitude: combining low-rank covariance approximations with FFT-techniques

DOI10.1007/s11004-013-9453-6zbMath1321.86027OpenAlexW1984028041WikidataQ57524787 ScholiaQ57524787MaRDI QIDQ500731

Yong-Cai Geng, Sumit K. Garg

Publication date: 5 October 2015

Published in: Mathematical Geosciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11004-013-9453-6

zbMATH Keywords

spectral methodsefficient geostatistical estimationgeostatistical optimal designlow-rank tensor approximation

Mathematics Subject Classification ID

Related Items (8)

Polynomial Chaos Expansion of Random Coefficients and the Solution of Stochastic Partial Differential Equations in the Tensor Train Format ⋮ Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability ⋮ Tensorized low-rank circulant preconditioners for multilevel Toeplitz linear systems from high-dimensional fractional Riesz equations ⋮ Likelihood approximation with hierarchical matrices for large spatial datasets ⋮ HODLR\(d\)D: a new black-box fast algorithm for \(N\)-body problems in \(d\)-dimensions with guaranteed error bounds. Applications to integral equations and support vector machines ⋮ Scalable Physics-Based Maximum Likelihood Estimation Using Hierarchical Matrices ⋮ Tucker tensor analysis of Matérn functions in spatial statistics ⋮ Iterative algorithms for the post-processing of high-dimensional data

Uses Software

• FFTW

Cites Work

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• Displacement Structure: Theory and Applications
• Collecting Spatial Data
• Comparison of kriging techniques in a space-time context
• Geostatistical space-time models: a review

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