Get 20M+ Full-Text Papers For Less Than $1.50/day. Start a 14-Day Trial for You or Your Team.

Learn More →

DeepDyve requires Javascript to function. Please enable Javascript on your browser to continue.

Spatial Statistics Volume 2018 Issue 1805

Subject Areas: Computers in Earth Sciences
ISSN: 2211-6753
SJR: 29

Open Access

Journal Article

Efficient simulation of Gaussian Markov random fields by Chebyshev polynomial approximation

Pereira, Mike; Desassis, Nicolas

2018 Statistics

doi:10.1016/j.spasta.2019.100359

Abstract: This paper presents an algorithm to simulate Gaussian random vectors whose precision matrix can be expressed as a polynomial of a sparse matrix. This situation arises in particular when simulating Gaussian Markov random fields obtained by the discretization by finite elements of the...

results per page

Prev
1
Next