Browsing by Author "83837d22-8370-42f5-a977-702b898249a8"
Now showing items 1-5 of 5
-
An improved spectral turning-bands algorithm for simulating stationary vector Gaussian random fields Emery, Xavier; Arroyo, Daisy; Porcu, Emilio (2016)We propose a spectral turning-bands approach for the simulation of second-order stationary vector Gaussian random fields. The approach improves existing spectral methods through coupling with importance sampling techniques. ...
-
Arroyo, Daisy; Emery, Xavier (Springer, 2020)The conditional simulation of Gaussian random vectors is widely used in geostatistical applications to quantify uncertainty in regionalized phenomena that have been observed at finitely many sampling locations. Two iterative ...
-
Emery, Xavier; Arroyo, Daisy (Springer, 2018)This paper presents an algorithm for simulating Gaussian random fields with zero mean and non-stationary covariance functions. The simulated field is obtained as a weighted sum of cosine waves with random frequencies and ...
-
Emery, Xavier; Arroyo, Daisy (Springer New York LLC, 2018)This paper presents an algorithm for simulating Gaussian random fields with zero mean and non-stationary covariance functions. The simulated field is obtained as a weighted sum of cosine waves with random frequencies and ...
-
Arroyo, Daisy; Emery, Xavier (Springer, 2017)This paper addresses the problem of simulating multivariate random fields with stationary Gaussian increments in a d-dimensional Euclidean space. To this end, one considers a spectral turning-bands algorithm, in which the ...