Kriging accelerated by orders of magnitude: combining low-rank with FFT techniques

Handle URI:
http://hdl.handle.net/10754/623745
Title:
Kriging accelerated by orders of magnitude: combining low-rank with FFT techniques
Authors:
Litvinenko, Alexander ( 0000-0001-5427-3598 ) ; Nowak, Wolfgang
Abstract:
Kriging algorithms based on FFT, the separability of certain covariance functions and low-rank representations of covariance functions have been investigated. The current study combines these ideas, and so combines the individual speedup factors of all ideas. For separable covariance functions, the results are exact, and non-separable covariance functions can be approximated through sums of separable components. Speedup factor is 1e+8, problem sizes 1.5e+13 and 2e+15 estimation points for Kriging and spatial design.
KAUST Department:
CEMSE
Conference/Event name:
Advances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2014)
Issue Date:
8-Jan-2014
Type:
Poster
Sponsors:
SRI UQ KAUST
Additional Links:
https://sri-uq.kaust.edu.sa/Pages/UQAnnualWorkshop%202014.aspx
Appears in Collections:
Posters

Full metadata record

DC FieldValue Language
dc.contributor.authorLitvinenko, Alexanderen
dc.contributor.authorNowak, Wolfgangen
dc.date.accessioned2017-05-31T05:41:40Z-
dc.date.available2017-05-31T05:41:40Z-
dc.date.issued2014-01-08-
dc.identifier.urihttp://hdl.handle.net/10754/623745-
dc.description.abstractKriging algorithms based on FFT, the separability of certain covariance functions and low-rank representations of covariance functions have been investigated. The current study combines these ideas, and so combines the individual speedup factors of all ideas. For separable covariance functions, the results are exact, and non-separable covariance functions can be approximated through sums of separable components. Speedup factor is 1e+8, problem sizes 1.5e+13 and 2e+15 estimation points for Kriging and spatial design.en
dc.description.sponsorshipSRI UQ KAUSTen
dc.relation.urlhttps://sri-uq.kaust.edu.sa/Pages/UQAnnualWorkshop%202014.aspxen
dc.subjectkrigingen
dc.subjectspatial designen
dc.subjectlow-rank tensor FFTen
dc.subjectcirculant matrixen
dc.titleKriging accelerated by orders of magnitude: combining low-rank with FFT techniquesen
dc.typePosteren
dc.contributor.departmentCEMSEen
dc.conference.dateJan 06 2014 9:00 AM - Jan 10 2014 5:00 PMen
dc.conference.nameAdvances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2014)en
dc.conference.locationKAUSTen
dc.contributor.institutionStuttgart Universitaet, Germanyen
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