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arXiv 2108.12481math.PR
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平稳随机场的水平集外推

Extrapolation of Stationary Random Fields Via Level Sets

Abhinav Das, Vitalii Makogin, Evgeny Spodarev

摘要:

本文利用漂移集的概念对平稳随机场进行外推。这样做,我们定义偏移集的字段和它的线性预测,然后最小化的条件下,预测和字段本身的单变量分布的对称差异,这些集的预期体积一致。我们说明了高斯随机场的新方法。

英文摘要:

In this paper, we use the concept of excursion sets for the extrapolation of stationary random fields. Doing so, we define excursion sets for the field and its linear predictor, and then minimize the expected volume of the symmetric difference of these sets under the condition that the univariate distributions of the predictor and of the field itself coincide. We illustrate the new approach on Gaussian random fields.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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