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Activity Number: 247
Type: Invited
Date/Time: Tuesday, August 4, 2009 : 8:30 AM to 10:20 AM
Sponsor: Section on Statistical Computing
Abstract - #302801
Title: Conditional Simulation of Spatial-Temporal Random Fields
Author(s): Michael Stein*+
Companies: The University of Chicago
Address: Department of Statistics, Chicago, IL, 60637,
Keywords: Gaussian random fields ; Spectral methods ; fast Fourier transform
Abstract:

This talk will consider some aspects of simulating spatial-temporal Gaussian random fields on dense grids in space and time conditional on observations of the process at regular intervals in time for a network of irregularly sited monitors. A specific issue may include conditional simulation of smooth random fields with range parameters that are comparable to the dimensions of the region of interest, for which periodic embedding does not work well.


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