The Fast Gauss Transform
From MaRDI portal
Publication:5753487
DOI10.1137/0912004zbMath0721.65089OpenAlexW2160431995MaRDI QIDQ5753487
John Strain, Leslie F. Greengard
Publication date: 1991
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/3d6d75eb56c0ffd35234137bfd6a759754ac384a
fast algorithmsHermite polynomialsNumerical experimentsdiscrete Gauss transformcomputational complexity and accuracyHermite and Taylor expansions
Special integral transforms (Legendre, Hilbert, etc.) (44A15) Numerical methods for integral transforms (65R10) Complexity and performance of numerical algorithms (65Y20)
Related Items (96)
Kernel Approximation on Algebraic Varieties ⋮ Ridge-based method for finding curvilinear structures from noisy data ⋮ Fast convolution with radial kernels at nonequispaced knots ⋮ A remark on the fast Gauss transform ⋮ Density-based 3D shape descriptors ⋮ A penalty method for American options with jump diffusion processes ⋮ Immersed boundary smooth extension: a high-order method for solving PDE on arbitrary smooth domains using Fourier spectral methods ⋮ Hierarchical optimization for neutron scattering problems ⋮ Fast Nyström Methods for Parabolic Boundary Integral Equations ⋮ Nonlinear kernel density principal component analysis with application to climate data ⋮ On the operator splitting and integral equation preconditioned deferred correction methods for the ``good Boussinesq equation ⋮ The uselessness of the fast Gauss transform for summing Gaussian radial basis function series ⋮ A fast multipole method for Fredholm integral equations of the second kind with general kernel \(K(x,y)=K(x-y)\) ⋮ Approximating the Gaussian as a Sum of Exponentials and Its Applications to the Fast Gauss Transform ⋮ Fast approximation of the discrete Gauss transform in higher dimensions ⋮ A fast Galerkin method for parabolic space-time boundary integral equations ⋮ Far-field compression for fast kernel summation methods in high dimensions ⋮ A fast high-order sinc-based algorithm for pricing options under jump-diffusion processes ⋮ Accelerated Cartesian expansion (ACE) based framework for the rapid evaluation of diffusion, lossy wave, and Klein-Gordon potentials ⋮ A fast method for solving the heat equation by layer potentials ⋮ A reparameterisation based approach to geodesic constrained solvers for curve matching ⋮ A graph-based N-body approximation with application to stochastic neighbor embedding ⋮ A density-matching approach for optimization under uncertainty ⋮ Matrix-Free Convex Optimization Modeling ⋮ On representations of the Helmholtz Green's function ⋮ Fast adaptive algorithms in the non-standard form for multidimensional problems ⋮ Application of kernel-based stochastic gradient algorithms to option pricing ⋮ An efficient boundary integral scheme for the MBO threshold dynamics method via the NUFFT ⋮ A generative model and a generalized trust region Newton method for noise reduction ⋮ An adaptive fast multipole method in Cartesian basis, enabled by algorithmic differentiation ⋮ Solving elliptic problems with non-Gaussian spatially-dependent random coefficients ⋮ A fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functions ⋮ A Fast Tunable Blurring Algorithm for Scattered Data ⋮ Multibody multipole methods ⋮ Online minimum error entropy algorithm with unbounded sampling ⋮ Hierarchical interpolative factorization preconditioner for parabolic equations ⋮ PetRBF - A parallel \(O(N)\) algorithm for radial basis function interpolation with Gaussians ⋮ Data analysis and representation on a general domain using eigenfunctions of Laplacian ⋮ The Chebyshev fast Gauss and nonuniform fast Fourier transforms and their application to the evaluation of distributed heat potentials ⋮ On the numerical solution of the heat equation. I: Fast solvers in free space ⋮ Fast potential theory. II: Layer potentials and discrete sums ⋮ An Adaptive Fast Gauss Transform in Two Dimensions ⋮ Testing for Volatility Co-Movement in Bivariate Stochastic Volatility Models ⋮ Fast algorithms for Helmholtz Green's functions ⋮ Fast approximate simulation of finite long-range spin systems ⋮ A Kernel-Independent Sum-of-Gaussians Method by de la Vallee-Poussin Sums ⋮ A CUDA-based implementation of an improved SPH method on GPU ⋮ Block-adaptive cross approximation of discrete integral operators ⋮ Graphics processing units in acceleration of bandwidth selection for kernel density estimation ⋮ Random Batch Algorithms for Quantum Monte Carlo Simulations ⋮ Mean shift spectral clustering ⋮ Probability density function estimation with the frequency polygon transform ⋮ Hybrid asymptotic/numerical methods for the evaluation of layer heat potentials in two dimensions ⋮ A SLAM based on auxiliary marginalised particle filter and differential evolution ⋮ Simple computation of reaction–diffusion processes on point clouds ⋮ Highlighting numerical insights of an efficient SPH method ⋮ A kernel independent fast multipole algorithm for radial basis functions ⋮ Transition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tions ⋮ The fast Gauss transform with complex parameters ⋮ An integral equation method for epitaxial step-flow growth simulations ⋮ Rapid evaluation of radial basis functions ⋮ Improved fast Gauss transform for meshfree electromagnetic transients simulations ⋮ Fast Gauss transforms with complex parameters using NFFTs ⋮ Particle methods for dispersive equations ⋮ Hogan–Weintraub singularity and explosive behaviour in the Black–Derman–Toy model ⋮ Double-exponential fast Gauss transform algorithms for pricing discrete lookback options ⋮ Explicit unconditionally stable methods for the heat equation via potential theory ⋮ Enhancing principal direction divisive clustering ⋮ Probability density estimation in stochastic environmental models using reverse representa\-tions ⋮ A methodology towards automatic implementation of \(N\)-body algorithms ⋮ Robust Independent Component Analysis Using Quadratic Negentropy ⋮ An efficient method for simulation of noisy coupled multi-dimensional oscillators ⋮ Block Basis Factorization for Scalable Kernel Evaluation ⋮ Lattice-based high-dimensional Gaussian filtering and the permutohedral lattice ⋮ A meshless method for Asian style options pricing under the Merton jump-diffusion model ⋮ Fast kernel smoothing by a low-rank approximation of the kernel Toeplitz matrix ⋮ The correntropy MACE filter ⋮ Method of Lines Transpose: High Order L-Stable ${\mathcal O}(N)$ Schemes for Parabolic Equations Using Successive Convolution ⋮ Fast convolution with the free space Helmholtz Green's function ⋮ A stochastic gradient type algorithm for closed-loop problems ⋮ A distributed kernel summation framework for general‐dimension machine learning ⋮ Hierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal Probabilities ⋮ Fast and Stable Multivariate Kernel Density Estimation by Fast Sum Updating ⋮ A fast algorithm for fractional Helmholtz equation with application to electromagnetic waves propagation ⋮ Fast direct solvers for integral equations in complex three-dimensional domains ⋮ Fast Fourier transforms of piecewise polynomials ⋮ Fast high-order integral equation methods for solving boundary value problems of two dimensional heat equation in complex geometry ⋮ ASKIT: An Efficient, Parallel Library for High-Dimensional Kernel Summations ⋮ Spectral approximation of the free-space heat kernel ⋮ The fast Gauss transform for non-local integral FE models ⋮ Toward a Kernel-Based Uncertainty Decomposition Framework for Data and Models ⋮ Fast and Accurate Gaussian Kernel Ridge Regression Using Matrix Decompositions for Preconditioning ⋮ Efficient randomized tensor-based algorithms for function approximation and low-rank kernel interactions ⋮ ASKIT: Approximate Skeletonization Kernel-Independent Treecode in High Dimensions ⋮ The ubiquitous Kronecker product ⋮ On fast multipole methods for Fredholm integral equations of the second kind with singular and highly oscillatory kernels
This page was built for publication: The Fast Gauss Transform