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




Related Items (96)

Kernel Approximation on Algebraic VarietiesRidge-based method for finding curvilinear structures from noisy dataFast convolution with radial kernels at nonequispaced knotsA remark on the fast Gauss transformDensity-based 3D shape descriptorsA penalty method for American options with jump diffusion processesImmersed boundary smooth extension: a high-order method for solving PDE on arbitrary smooth domains using Fourier spectral methodsHierarchical optimization for neutron scattering problemsFast Nyström Methods for Parabolic Boundary Integral EquationsNonlinear kernel density principal component analysis with application to climate dataOn the operator splitting and integral equation preconditioned deferred correction methods for the ``good Boussinesq equationThe uselessness of the fast Gauss transform for summing Gaussian radial basis function seriesA 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 TransformFast approximation of the discrete Gauss transform in higher dimensionsA fast Galerkin method for parabolic space-time boundary integral equationsFar-field compression for fast kernel summation methods in high dimensionsA fast high-order sinc-based algorithm for pricing options under jump-diffusion processesAccelerated Cartesian expansion (ACE) based framework for the rapid evaluation of diffusion, lossy wave, and Klein-Gordon potentialsA fast method for solving the heat equation by layer potentialsA reparameterisation based approach to geodesic constrained solvers for curve matchingA graph-based N-body approximation with application to stochastic neighbor embeddingA density-matching approach for optimization under uncertaintyMatrix-Free Convex Optimization ModelingOn representations of the Helmholtz Green's functionFast adaptive algorithms in the non-standard form for multidimensional problemsApplication of kernel-based stochastic gradient algorithms to option pricingAn efficient boundary integral scheme for the MBO threshold dynamics method via the NUFFTA generative model and a generalized trust region Newton method for noise reductionAn adaptive fast multipole method in Cartesian basis, enabled by algorithmic differentiationSolving elliptic problems with non-Gaussian spatially-dependent random coefficientsA fast algorithm for computing least-squares cross-validations for nonparametric conditional kernel density functionsA Fast Tunable Blurring Algorithm for Scattered DataMultibody multipole methodsOnline minimum error entropy algorithm with unbounded samplingHierarchical interpolative factorization preconditioner for parabolic equationsPetRBF - A parallel \(O(N)\) algorithm for radial basis function interpolation with GaussiansData analysis and representation on a general domain using eigenfunctions of LaplacianThe Chebyshev fast Gauss and nonuniform fast Fourier transforms and their application to the evaluation of distributed heat potentialsOn the numerical solution of the heat equation. I: Fast solvers in free spaceFast potential theory. II: Layer potentials and discrete sumsAn Adaptive Fast Gauss Transform in Two DimensionsTesting for Volatility Co-Movement in Bivariate Stochastic Volatility ModelsFast algorithms for Helmholtz Green's functionsFast approximate simulation of finite long-range spin systemsA Kernel-Independent Sum-of-Gaussians Method by de la Vallee-Poussin SumsA CUDA-based implementation of an improved SPH method on GPUBlock-adaptive cross approximation of discrete integral operatorsGraphics processing units in acceleration of bandwidth selection for kernel density estimationRandom Batch Algorithms for Quantum Monte Carlo SimulationsMean shift spectral clusteringProbability density function estimation with the frequency polygon transformHybrid asymptotic/numerical methods for the evaluation of layer heat potentials in two dimensionsA SLAM based on auxiliary marginalised particle filter and differential evolutionSimple computation of reaction–diffusion processes on point cloudsHighlighting numerical insights of an efficient SPH methodA kernel independent fast multipole algorithm for radial basis functionsTransition density estimation for stochastic differential equations via forward-reverse represen\-ta\-tionsThe fast Gauss transform with complex parametersAn integral equation method for epitaxial step-flow growth simulationsRapid evaluation of radial basis functionsImproved fast Gauss transform for meshfree electromagnetic transients simulationsFast Gauss transforms with complex parameters using NFFTsParticle methods for dispersive equationsHogan–Weintraub singularity and explosive behaviour in the Black–Derman–Toy modelDouble-exponential fast Gauss transform algorithms for pricing discrete lookback optionsExplicit unconditionally stable methods for the heat equation via potential theoryEnhancing principal direction divisive clusteringProbability density estimation in stochastic environmental models using reverse representa\-tionsA methodology towards automatic implementation of \(N\)-body algorithmsRobust Independent Component Analysis Using Quadratic NegentropyAn efficient method for simulation of noisy coupled multi-dimensional oscillatorsBlock Basis Factorization for Scalable Kernel EvaluationLattice-based high-dimensional Gaussian filtering and the permutohedral latticeA meshless method for Asian style options pricing under the Merton jump-diffusion modelFast kernel smoothing by a low-rank approximation of the kernel Toeplitz matrixThe correntropy MACE filterMethod of Lines Transpose: High Order L-Stable ${\mathcal O}(N)$ Schemes for Parabolic Equations Using Successive ConvolutionFast convolution with the free space Helmholtz Green's functionA stochastic gradient type algorithm for closed-loop problemsA distributed kernel summation framework for general‐dimension machine learningHierarchical Decompositions for the Computation of High-Dimensional Multivariate Normal ProbabilitiesFast and Stable Multivariate Kernel Density Estimation by Fast Sum UpdatingA fast algorithm for fractional Helmholtz equation with application to electromagnetic waves propagationFast direct solvers for integral equations in complex three-dimensional domainsFast Fourier transforms of piecewise polynomialsFast high-order integral equation methods for solving boundary value problems of two dimensional heat equation in complex geometryASKIT: An Efficient, Parallel Library for High-Dimensional Kernel SummationsSpectral approximation of the free-space heat kernelThe fast Gauss transform for non-local integral FE modelsToward a Kernel-Based Uncertainty Decomposition Framework for Data and ModelsFast and Accurate Gaussian Kernel Ridge Regression Using Matrix Decompositions for PreconditioningEfficient randomized tensor-based algorithms for function approximation and low-rank kernel interactionsASKIT: Approximate Skeletonization Kernel-Independent Treecode in High DimensionsThe ubiquitous Kronecker productOn 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