34 citations · 70 across the 13 of their papers we have counts for
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math.PR2018
Finite element approximation of non-Markovian random fields
Mike Pereira, Nicolas Desassis
In this paper, we present finite element approximations of a class of Generalized random fields defined over a bounded domain of R d or a smooth d-dimensional Riemannian manifold (…
stat.ME2018★ 10 cited
Efficient simulation of Gaussian Markov random fields by Chebyshev polynomial approximation
Mike Pereira, Nicolas Desassis
This paper presents an algorithm to simulate Gaussian random vectors whose precision matrix can be expressed as a polynomial of a sparse matrix. This situation arises in particular…