Pages that link to "Item:Q4376209"
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The following pages link to Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix (Q4376209):
Displaying 50 items.
- Saddlepoint approximations to the probability of ruin in finite time for the compound Poisson risk process perturbed by diffusion (Q267897) (← links)
- Neural field models with threshold noise (Q271685) (← links)
- Computationally efficient algorithm for Gaussian process regression in case of structured samples (Q327224) (← links)
- Randomized spectral and Fourier-wavelet methods for multidimensional Gaussian random vector fields (Q347715) (← links)
- Further analysis of multilevel Monte Carlo methods for elliptic PDEs with random coefficients (Q380318) (← links)
- Sparsified randomization algorithms for low rank approximations and applications to integral equations and inhomogeneous random field simulation (Q413911) (← links)
- Kriging and spatial design accelerated by orders of magnitude: combining low-rank covariance approximations with FFT-techniques (Q500731) (← links)
- Efficient simulation of (\(\log\))normal random fields for hydrogeological applications (Q500748) (← links)
- Application of quasi-Monte Carlo methods to elliptic PDEs with random diffusion coefficients: a survey of analysis and implementation (Q506617) (← links)
- Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications (Q544544) (← links)
- Fast and exact synthesis of stationary multivariate Gaussian time series using circulant embedding (Q548876) (← links)
- Multi-level Monte Carlo finite element method for elliptic PDEs with stochastic coefficients (Q639370) (← links)
- Sum of Kronecker products representation and its Cholesky factorization for spatial covariance matrices from large grids (Q830501) (← links)
- Vecchia-Laplace approximations of generalized Gaussian processes for big non-Gaussian spatial data (Q830598) (← links)
- A note on spectral norms of even-order \( r\)-circulant matrices (Q902845) (← links)
- Probabilistic quantitative precipitation field forecasting using a two-stage spatial model (Q999646) (← links)
- Application of FFT-based algorithms for large-scale universal kriging problems (Q1035766) (← links)
- Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients (Q1616013) (← links)
- Fast random field generation with \(H\)-matrices (Q1616019) (← links)
- Representations of Gaussian random fields and approximation of elliptic PDEs with lognormal coefficients (Q1645270) (← links)
- High resolution simulation of nonstationary Gaussian random fields (Q1659084) (← links)
- Strictly positive definite kernels on the torus (Q1675130) (← links)
- Efficient likelihood computations for some multivariate Gaussian Markov random fields (Q1795579) (← links)
- Compactly supported correlation functions (Q1861401) (← links)
- On wavelet analysis of the \(n\)th order fractional Brownian motion (Q1934279) (← links)
- A regularised estimator for long-range dependent processes (Q1941250) (← links)
- Random field simulation over curved surfaces: applications to computational structural mechanics (Q1986783) (← links)
- Fast sampling of parameterised Gaussian random fields (Q1987947) (← links)
- Bayesian inference of random fields represented with the Karhunen-Loève expansion (Q1989096) (← links)
- Advances in Gaussian random field generation: a review (Q2009833) (← links)
- Simulating space-time random fields with nonseparable Gneiting-type covariance functions (Q2029068) (← links)
- Strong convergence rates for Markovian representations of fractional processes (Q2033871) (← links)
- Generalized Bernoulli process: simulation, estimation, and application (Q2076955) (← links)
- A stochastic gradient algorithm with momentum terms for optimal control problems governed by a convection-diffusion equation with random diffusivity (Q2104094) (← links)
- Adaptive stochastic morphology simulation and mesh generation of high-quality 3D particulate composite microstructures with complex surface texture (Q2138833) (← links)
- Stochastic turbulence modeling in RANS simulations via multilevel Monte Carlo (Q2176854) (← links)
- Seismic data assimilation with an imperfect model (Q2186006) (← links)
- A parametric acceleration of multilevel Monte Carlo convergence for nonlinear variably saturated flow (Q2187918) (← links)
- The parallel finite element system M++ with integrated multilevel preconditioning and multilevel Monte Carlo methods (Q2217128) (← links)
- Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle-Matérn fields (Q2217871) (← links)
- Hurst estimation for operator scaling random fields (Q2244601) (← links)
- Fast and exact synthesis of some operator scaling Gaussian random fields (Q2278459) (← links)
- Symmetry exploits for Bayesian cubature methods (Q2302452) (← links)
- Fast and exact simulation of Gaussian random fields defined on the sphere cross time (Q2302479) (← links)
- Simulation of a Gaussian random field over a 3D surface for the uncertainty quantification in the composite structures (Q2414296) (← links)
- Likelihood approximation with hierarchical matrices for large spatial datasets (Q2416774) (← links)
- A multigrid multilevel Monte Carlo method for transport in the Darcy-Stokes system (Q2425276) (← links)
- Fourier series approximation of linear fractional stable motion (Q2483006) (← links)
- Wavelet-based simulation of fractional Brownian motion revisited (Q2484415) (← links)
- Residual empirical processes for nearly unstable long-memory time series (Q2511572) (← links)
