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dc.contributor.authorLitvinenko, Alexander
dc.contributor.authorNowak, Wolfgang
dc.date.accessioned2017-06-01T10:20:42Z
dc.date.available2017-06-01T10:20:42Z
dc.date.issued2014-01-06
dc.identifier.urihttp://hdl.handle.net/10754/623990
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. The reduced computational complexity is O(dLlogL), where L := max ini, i = 1..d. For separable covariance functions, the results are exact, and non-separable covariance functions can be approximated through sums of separable components. Speedup factor is 10 8, problem sizes 15e + 12 and 2e + 15 estimation points for Kriging and spatial design.
dc.subjectLow-Rank
dc.titleKriging accelerated by orders of magnitude: combining low-rank with FFT techniques
dc.typePoster
dc.contributor.departmentComputer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.conference.dateJanuary 6-10, 2014
dc.conference.nameAdvances in Uncertainty Quantification Methods, Algorithms and Applications (UQAW 2014)
dc.conference.locationKAUST
dc.contributor.institutionUniversität Stuttgart
kaust.personLitvinenko, Alexander
refterms.dateFOA2018-06-13T15:51:31Z


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