Unified Analysis of Periodization-Based Sampling Methods for Matérn Covariances

6533b860fe1ef96bd12c37a6

RESEARCH PRODUCT

Unified Analysis of Periodization-Based Sampling Methods for Matérn Covariances

Van Kien Nguyen Robert Scheichl Markus Bachmayr Ivan G. Graham

subject

Numerical Analysis Computational Mathematics Basis (linear algebra)Periodization Applied Mathematics Torus 010103 numerical & computational mathematics Statistical physics 0101 mathematics Spatial domain 01 natural sciences Mathematics Gaussian random field

description

The periodization of a stationary Gaussian random field on a sufficiently large torus comprising the spatial domain of interest is the basis of various efficient computational methods, such as the ...

year	journal	country	edition	language
2020-01-01	SIAM Journal on Numerical Analysis

https://doi.org/10.1137/19m1269877

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