Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields
From MaRDI portal
(Redirected from Publication:5237181)
Recommendations
- Unified Analysis of Periodization-Based Sampling Methods for Matérn Covariances
- Mitigating the influence of the boundary on PDE-based covariance operators
- Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle-Matérn fields
- Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields
- Generalized Whittle–Matérn random field as a model of correlated fluctuations
Cites work
- A computational framework for infinite-dimensional Bayesian inverse problems. I: The linearized case, with application to global seismic inversion
- A multilevel, hierarchical sampling technique for spatially correlated random fields
- Accelerating the Nonuniform Fast Fourier Transform
- An Algorithm for Simulating Stationary Gaussian Random Fields
- An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
- An introduction to computational stochastic PDEs
- Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields
- Application of hierarchical matrices for computing the Karhunen-Loève expansion
- Bounds for modified Bessel functions
- Coarse-grid sampling interpolatory methods for approximating Gaussian random fields
- Complete Monotonicity of Modified Bessel Functions
- Computational aspects of the stochastic finite element method
- Detecting Sparse Signals in Random Fields, With an Application to Brain Mapping
- Efficient approximation of random fields for numerical applications.
- Efficient White Noise Sampling and Coupling for Multilevel Monte Carlo with Nonnested Meshes
- Exploring a new class of non-stationary spatial Gaussian random fields with varying local anisotropy
- Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
- Fast random field generation with \(H\)-matrices
- Faster computation of the Karhunen-Loève expansion using its domain independence property
- Finite element and difference approximation of some linear stochastic partial differential equations
- Gaussian processes for machine learning.
- Geometrical structure of Laplacian eigenfunctions
- scientific article; zbMATH DE number 3884737 (Why is no real title available?)
- scientific article; zbMATH DE number 3751955 (Why is no real title available?)
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 781860 (Why is no real title available?)
- scientific article; zbMATH DE number 819734 (Why is no real title available?)
- scientific article; zbMATH DE number 936525 (Why is no real title available?)
- scientific article; zbMATH DE number 3210432 (Why is no real title available?)
- Interpolation of spatial data. Some theory for kriging
- Inverse problems: a Bayesian perspective
- Karhunen-Loève approximation of random fields by generalized fast multipole methods
- Low-Rank Eigenvector Compression of Posterior Covariance Matrices for Linear Gaussian Inverse Problems
- Low-Rank Tensor Approximation for High-Order Correlation Functions of Gaussian Random Fields
- Mitigating the influence of the boundary on PDE-based covariance operators
- Numerical Approximation of Some Linear Stochastic Partial Differential Equations Driven by Special Additive Noises
- Numerical methods for the discretization of random fields by means of the Karhunen-Loève expansion
- ON STATIONARY PROCESSES IN THE PLANE
- On the low-rank approximation by the pivoted Cholesky decomposition
- Parallel domain decomposition strategies for stochastic elliptic equations. Part A: Local Karhunen-Loève representations
- Randomized algorithms for generalized Hermitian eigenvalue problems with application to computing Karhunen-Loève expansion.
- Scalable and efficient algorithms for the propagation of uncertainty from data through inference to prediction for large-scale problems, with application to flow of the antarctic ice sheet
- Scalable hierarchical PDE sampler for generating spatially correlated random fields using nonmatching meshes.
- Scheduling massively parallel multigrid for multilevel Monte Carlo methods
- Spatial models generated by nested stochastic partial differential equations, with an application to global ozone mapping
- Strong and weak convergence order of finite element methods for stochastic PDEs with spatial white noise
- Studies in the history of probability and statistics XLIX: On the Matérn correlation family
- The generalized finite element method for Helmholtz equation. II: Effect of choice of handbook functions, error due to absorbing boundary conditions and its assessment
- The Rational SPDE Approach for Gaussian Random Fields With General Smoothness
- Weak convergence of Galerkin approximations for fractional elliptic stochastic PDEs with spatial white noise
- Whittle-Matérn priors for Bayesian statistical inversion with applications in electrical impedance tomography
Cited in
(30)- Mitigating the influence of the boundary on PDE-based covariance operators
- The SPDE approach to Matérn fields: graph representations
- Spatially-dependent material uncertainties in anisotropic nonlinear elasticity: stochastic modeling, identification, and propagation
- Stochastic analysis of geometrically imperfect thin cylindrical shells using topology-aware uncertainty models
- Hyperparameter estimation in Bayesian MAP estimation: parameterizations and consistency
- An additive approximation to multiplicative noise
- Stochastic modeling of geometrical uncertainties on complex domains, with application to additive manufacturing and brain interface geometries
- Stochastic modeling and identification of material parameters on structures produced by additive manufacturing
- Strong convergence analysis of iterative solvers for random operator equations
- A fractional PDE model for turbulent velocity fields near solid walls
- Multilevel hierarchical decomposition of finite element white noise with application to multilevel Markov chain Monte Carlo
- Semivariogram methods for modeling Whittle-Matérn priors in Bayesian inverse problems
- Multilevel Quasi Monte Carlo Methods for Elliptic PDEs with Random Field Coefficients via Fast White Noise Sampling
- Joint estimation of Robin coefficient and domain boundary for the Poisson problem
- Graph-based prior and forward models for inverse problems on manifolds with boundaries
- Finite element representations of Gaussian processes: balancing numerical and statistical accuracy
- Multilevel Hierarchical Decomposition of Finite Element White Noise with Application to Multilevel Markov Chain Monte Carlo
- A Statistical Framework for Generating Microstructures of Two-Phase Random Materials: Application to Fatigue Analysis
- An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints
- A Bayesian approach for consistent reconstruction of inclusions
- Stochastic PDE representation of random fields for large-scale Gaussian process regression and statistical finite element analysis
- Analysis of boundary effects on PDE-based sampling of Whittle-Mat\'ern random fields
- Covariance–Based Rational Approximations of Fractional SPDEs for Computationally Efficient Bayesian Inference
- The Matérn model: a journey through statistics, numerical analysis and machine learning
- Microstructurally-informed stochastic inhomogeneity of material properties and material symmetries in 3D-printed 316 L stainless steel
- Finite elements for Matérn-type random fields: uncertainty in computational mechanics and design optimization
- Deep Gaussian process priors for Bayesian image reconstruction
- Gaussian process regression under computational and epistemic misspecification
- Hyper-differential sensitivity analysis with respect to model discrepancy: posterior optimal solution sampling
- Dirichlet-Neumann averaging: the DNA of efficient Gaussian process simulation
This page was built for publication: Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5237181)
