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12/07/2022
Monte Carlo convergence rates for kth moments in Banach spaces
We formulate standard and multilevel Monte Carlo methods for the kth mom...
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03/07/2021
Multilevel approximation of Gaussian random fields: Covariance compression, estimation and spatial prediction
Centered Gaussian random fields (GRFs) indexed by compacta such as smoot...
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01/19/2021
Equivalence of measures and asymptotically optimal linear prediction for Gaussian random fields with fractional-order covariance operators
We consider Gaussian measures μ, μ̃ on a separable Hilbert space, with f...
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05/18/2020
Necessary and sufficient conditions for asymptotically optimal linear prediction of random fields on compact metric spaces
Optimal linear prediction (also known as kriging) of a random field {Z(x...
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04/13/2019
Regularity and convergence analysis in Sobolev and Hölder spaces for generalized Whittle-Matérn fields
We analyze several Galerkin approximations of a Gaussian random field ZD...
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11/14/2017
Weak convergence of Galerkin approximations for fractional elliptic stochastic PDEs with spatial white noise
The numerical approximation of the solution u to a stochastic partial di...
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11/12/2017