Volume 46, Issue 1

Algorithm AS 312: An Algorithm for Simulating Stationary Gaussian Random Fields

Grace Chan

University of New South Wales, Sydney, AU,

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First published: 06 January 2002
Citations: 21
Andrew T.A. Wood School of Mathematical Sciences, University of Bath, Bath, BA2 7AY, UKE-mail address: atw@maths.bath.ac.uk
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Number of times cited according to CrossRef: 21

  • Constructing Oscillating Function-Based Covariance Matrix to Allow Negative Correlations in Gaussian Random Field Models for Uncertainty Quantification, Journal of Mechanical Design, 10.1115/1.4046067, 142, 7, (2020).
  • Fast sampling of parameterised Gaussian random fields, Computer Methods in Applied Mechanics and Engineering, 10.1016/j.cma.2019.02.003, (2019).
  • , Brain Network Analysis, 10.1017/9781316882610, (2019).
  • Analysis of Boundary Effects on PDE-Based Sampling of Whittle--Matérn Random Fields, SIAM/ASA Journal on Uncertainty Quantification, 10.1137/18M1215700, 7, 3, (948-974), (2019).
  • Multilevel approximation of Gaussian random fields: Fast simulation, Mathematical Models and Methods in Applied Sciences, 10.1142/S0218202520500050, (1-43), (2019).
  • On Simulation of a Fractional Ornstein–Uhlenbeck Process of the Second Kind by the Circulant Embedding Method, Stochastic Processes and Applications, 10.1007/978-3-030-02825-1_8, (155-164), (2018).
  • Fast random field generation with H-matrices, Numerische Mathematik, 10.1007/s00211-018-0974-2, 140, 3, (639-676), (2018).
  • Circulant embedding with QMC: analysis for elliptic PDE with lognormal coefficients, Numerische Mathematik, 10.1007/s00211-018-0968-0, (2018).
  • Computationally efficient algorithm for Gaussian Process regression in case of structured samples, Computational Mathematics and Mathematical Physics, 10.1134/S0965542516040163, 56, 4, (499-513), (2016).
  • Scaling Properties of Weakly Self-Avoiding Fractional Brownian Motion in One Dimension, Journal of Statistical Physics, 10.1007/s10955-015-1368-9, 161, 5, (1155-1162), (2015).
  • Gaussian Process Regression for Structured Data Sets, Statistical Learning and Data Sciences, 10.1007/978-3-319-17091-6_6, (106-115), (2015).
  • Smoothing Windows for the Synthesis of Gaussian Stationary Random Fields Using Circulant Matrix Embedding, Journal of Computational and Graphical Statistics, 10.1080/10618600.2013.818543, 23, 3, (616-635), (2014).
  • Predicting topsoil heavy metal content of parcels of land: An empirical validation of customary and constrained lognormal block kriging and conditional simulations, Geoderma, 10.1016/j.geoderma.2012.08.034, 193-194, (200-212), (2013).
  • Introduction to Random Fields, Stochastic Geometry, Spatial Statistics and Random Fields, 10.1007/978-3-642-33305-7_9, (277-335), (2013).
  • Construction of Covariance Functions and Unconditional Simulation of Random Fields, Advances and Challenges in Space-time Modelling of Natural Events, 10.1007/978-3-642-17086-7_2, (25-54), (2012).
  • Predicting Threshold Exceedance by Local Block Means in Soil Pollution Surveys, Mathematical Geosciences, 10.1007/s11004-010-9287-4, 42, 6, (631-656), (2010).
  • Quantifying Aggregated Uncertainty in Plasmodium falciparum Malaria Prevalence and Populations at Risk via Efficient Space-Time Geostatistical Joint Simulation, PLoS Computational Biology, 10.1371/journal.pcbi.1000724, 6, 4, (e1000724), (2010).
  • Detrended fluctuation analysis for fractals and multifractals in higher dimensions, Physical Review E, 10.1103/PhysRevE.74.061104, 74, 6, (2006).
  • On Non-Scale-Invariant Infinitely Divisible Cascades, IEEE Transactions on Information Theory, 10.1109/TIT.2004.842570, 51, 3, (1063-1083), (2005).
  • Modelling the spatial distribution of copper in the soils around a metal smelter in northwestern Switzerland, Geostatistics for Environmental Applications, 10.1007/b137753, (343-354), (2005).
  • Generation of “Similar” Images from a Given Discrete Image, Journal of Computational and Graphical Statistics, 10.1080/10618600.2000.10474881, 9, 2, (286-302), (2000).