相关论文: Fast and exact simulation of isotropic Gaussian ra…

The efficient simulation of isotropic Gaussian random fields on the unit sphere is a task encountered frequently in numerical applications. A fast algorithm based on Markov properties and fast Fourier Transforms in 1d is presented that…

This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three…

Random fields on the sphere play a fundamental role in the natural sciences. This paper presents a simulation algorithm parenthetical to the spectral turning bands method used in Euclidean spaces, for simulating scalar- or vector-valued…

Isotropic Gaussian random fields on the sphere are characterized by Karhunen-Lo\`{e}ve expansions with respect to the spherical harmonic functions and the angular power spectrum. The smoothness of the covariance is connected to the decay of…

We study the regularity properties of Gaussian fields defined over spheres cross time. In particular, we consider two alternative spectral decompositions for a Gaussian field on $\mathbb{S}^d \times \mathbb{R}$. For each decomposition, we…

For a vector random field that is isotropic and mean square continuous on a sphere and stationary on a temporal domain, this paper derives a general form of its covariance matrix function and provides a series representation for the random…

We begin with isotropic Gaussian random fields, and show how the Bochner-Godement theorem gives a natural way to describe their covariance structure. We continue with a study of Mat\'ern processes on Euclidean space, spheres, manifolds and…

We develop a technique for the construction of random fields on algebraic structures. We deal with two general situations: random fields on homogeneous spaces of a compact group and in the spin-line bundles of the 2-sphere. In particular,…

The presented paper is devoted to statistical modeling of Gaussian scalar real random fields inside a three-dimensional sphere (ball). We propose a statistical model describing the spatial heterogeneity in a unit ball and a numerical…

We introduce a simple representation for isotropic spherical random fields and we discuss how it allows to discuss different notions of sparsity under isotropy. We also show how a suitable construction of sparse fields can mimic well the…

Series expansions of isotropic Gaussian random fields on $\mathbb{S}^2$ with independent Gaussian coefficients and localized basis functions are constructed. Such representations with multilevel localised structure provide an alternative to…

This paper considers a multivariate spatial random field, with each component having univariate marginal distributions of the skew-Gaussian type. We assume that the field is defined spatially on the unit sphere embedded in $\mathbb{R}^3$,…

The construction of valid and flexible cross-covariance functions is a fundamental task for modeling multivariate space-time data arising from climatological and oceanographical phenomena. Indeed, a suitable specification of the covariance…

The efficient simulation of Gaussian random fields with flexible correlation structures is fundamental in spatial statistics, machine learning, and uncertainty quantification. In this work, we revisit the \emph{spectral turning-bands} (STB)…

We obtain formulae for the expected number and height distribution of critical points of smooth isotropic Gaussian random fields parameterized on Euclidean space or spheres of arbitrary dimension. The results hold in general in the sense…

Two algorithms are proposed to simulate space-time Gaussian random fields with a covariance function belonging to an extended Gneiting class, the definition of which depends on a completely monotone function associated with the spatial…

The statistical translation invariance of cosmological random fields is broken by a finite survey boundary, correlating the observable Fourier modes. Standard methods for generating Gaussian fields either neglect these correlations, or are…

A generator of spatio-temporal pseudo-random Gaussian fields that satisfy the "proportionality of scales" property (Tsyroulnikov, 2001) is presented. The generator is based on a third-order in time stochastic differential equation with a…

We are concerned with the fast simulation of random fields on closed surfaces in $\mathbb{R}^3$ which are generated by the (Whittle-) Mat\'ern class of covariance functions. To this end, we solve the underlying fractional stochastic partial…

We propose a novel discrete method of constructing Gaussian Random Fields (GRF) based on a combination of modified spectral representations, Fourier and Blob. The method is intended for Direct Numerical Simulations of the V-Langevin…