Fast and exact simulation of Gaussian random fields defined on the sphere cross time - INRAE - Institut national de recherche pour l’agriculture, l’alimentation et l’environnement Access content directly
Journal Articles Statistics and Computing Year : 2020

Fast and exact simulation of Gaussian random fields defined on the sphere cross time

Abstract

We provide a method for fast and exact simulation of Gaussian random fields on the sphere having isotropic covariance functions. The method proposed is then extended to Gaussian random fields defined over the sphere cross time and having covariance functions that depend on geodesic distance in space and on temporal separation. The crux of the method is in the use of block circulant matrices obtained working on regular grids defined over longitude and latitude.
No file

Dates and versions

hal-02625414 , version 1 (26-05-2020)

Identifiers

Cite

Francisco Cuevas, Denis Allard, Emilio Porcu. Fast and exact simulation of Gaussian random fields defined on the sphere cross time. Statistics and Computing, 2020, 30 (1), pp.187 - 194. ⟨10.1007/s11222-019-09873-1⟩. ⟨hal-02625414⟩
19 View
0 Download

Altmetric

Share

Gmail Facebook X LinkedIn More