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H 1 Some recent insights into computing with positive definite kernels

Auteurs : Fasshauer, Greg (Auteur de la Conférence)
CIRM (Editeur )

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    Résumé : In this talk I will discuss recent joint work with Mike McCourt (SigOpt, San Francisco) that has led to progress on the numerically stable computation of certain quantities of interest when working with positive definite kernels to solve scattered data interpolation (or kriging) problems.
    In particular, I will draw upon insights from both numerical analysis and modeling with Gaussian processes which will allow us to connect quantities such as, e.g., (deterministic) error estimates in terms of the power function with the kriging variance. This provides new kernel parametrization criteria as well as new ways to compute known criteria such as MLE. Some numerical examples will illustrate the effectiveness of this approach.

    Codes MSC :
    62H11 - Directional data; spatial statistics
    65D05 - Interpolation (numerical methods)
    68Uxx - Computing methodologies

      Informations sur la Vidéo

      Langue : Anglais
      Date de publication : 27/09/2016
      Date de captation : 21/09/2016
      Collection : Research talks ; Computer Science
      Format : MP4
      Durée : 00:50:19
      Domaine : Numerical Analysis & Scientific Computing ; Computer Science
      Audience : Chercheurs ; Doctorants , Post - Doctorants
      Download : https://videos.cirm-math.fr/2016-09-21_Fasshauer.mp4

    Informations sur la rencontre

    Nom de la rencontre : Multivariate Approximation and Interpolation with Applications - MAIA / Approximation et interpolation à plusieurs variables et applications - MAIA
    Organisateurs de la rencontre : Bouhamadi, Abderrahman ; Cohen, Albert ; Conti, Costanza ; Rabut, Christophe
    Dates : 19/09/2016 - 23/09/2016
    Année de la rencontre : 2016
    URL Congrès : http://conferences.cirm-math.fr/1444.html

    Citation Data

    DOI : 10.24350/CIRM.V.19052703
    Cite this video as: Fasshauer, Greg (2016). Some recent insights into computing with positive definite kernels. CIRM. Audiovisual resource. doi:10.24350/CIRM.V.19052703
    URI : http://dx.doi.org/10.24350/CIRM.V.19052703


    Voir aussi

    Bibliographie

    1. Fasshauer, G., & McCourt, M. (2015). Kernel-based approximation methods using MATLAB. Hackensack, NJ: World Scientific - http://www.worldscientific.com/worldscibooks/10.1142/9335

    2. McCourt, M., & Fasshauer, G. (submitted for publication). Stable likelihood computation for Gaussian random fields -

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