Unified Analysis of Periodization-Based Sampling Methods for Matérn Covariances
type: Item
instance of: scholarly article
title: Unified Analysis of Periodization-Based Sampling Methods for Matérn Covariances
zbMATH Open document ID: 1471.60047
DOI: 10.1137/19M1269877
author: Markus Bachmayr
author: Van Kien Nguyen
author: I. G. Graham
author: Robert Scheichl
published in: SIAM Journal on Numerical Analysis
publication date: 2020-10-28T00:00:00Z
full work available at URL: https://arxiv.org/abs/1905.13522
Mathematics Subject Classification ID: 60G15
Mathematics Subject Classification ID: 42B05
Mathematics Subject Classification ID: 60G60
Mathematics Subject Classification ID: 65T40
zbMATH DE Number: 7267942
zbMATH Keywords: stationary Gaussian random fields
zbMATH Keywords: circulant embedding
zbMATH Keywords: periodization
zbMATH Keywords: Matérn covariances
MaRDI profile type: Publication
arXiv ID: 1905.13522
cites work: Q5558293
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cites work: Fast and Exact Simulation of Stationary Gaussian Processes through Circulant Embedding of the Covariance Matrix
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cites work: Quasi-Monte Carlo methods for elliptic PDEs with random coefficients and applications
cites work: Analysis of Circulant Embedding Methods for Sampling Stationary Random Fields
cites work: Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients
cites work: Efficient approximation of random fields for numerical applications
cites work: Fast sampling of parameterised Gaussian random fields
cites work: An introduction to computational stochastic PDEs
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description: scientific article; zbMATH DE number 7267942