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20182022
most citedData-driven surrogates for high dimensional models using Gaussian process regression on the Grassmann manifold

59 citations · 64 across the 9 of their papers we have counts for

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math.ST2019★ 4 cited

3rd-order Spectral Representation Method: Part II -- Ergodic Multi-variate random processes with fast Fourier transform

Lohit Vandanapu, Michael D. Shields

The second in a two-part series, this paper extends the 3rd-order Spectral Representation Method for simulation of ergodic multi-variate stochastic processes according to a prescri…

math.ST2019

3rd-order Spectral Representation Method: Part I -- Multi-dimensional random fields with fast Fourier transform implementation

Lohit Vandanapu, Michael D. Shields

This paper introduces a generalised 3rd-order Spectral Representation Method for the simulation of multi-dimensional stochastic fields with asymmetric non-linearities. The simulate…