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Multilevel approximation of Gaussian random fields: covariance compression, estimation, and spatial prediction - MaRDI portal

Multilevel approximation of Gaussian random fields: covariance compression, estimation, and spatial prediction (Q6624469)

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scientific article; zbMATH DE number 7932066
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Multilevel approximation of Gaussian random fields: covariance compression, estimation, and spatial prediction
scientific article; zbMATH DE number 7932066

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    Multilevel approximation of Gaussian random fields: covariance compression, estimation, and spatial prediction (English)
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    25 October 2024
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    Matérn covariance
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    multilevel Monte Carlo methods
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    kriging
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    wavelets
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