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Mathematics > Statistics Theory

Title: Computationally Efficient Algorithms for Simulating Isotropic Gaussian Random Fields on Graphs with Euclidean Edges

Abstract: This work addresses the problem of simulating Gaussian random fields that are continuously indexed over a class of metric graphs, termed graphs with Euclidean edges, being more general and flexible than linear networks. We introduce three general algorithms that allow to reconstruct a wide spectrum of random fields having a covariance function that depends on a specific metric, called resistance metric, and proposed in recent literature. The algorithms are applied to a synthetic case study consisting of a street network. They prove to be fast and accurate in that they reproduce the target covariance function and provide random fields whose finite-dimensional distributions are approximately Gaussian.
Subjects: Statistics Theory (math.ST)
Cite as: arXiv:2404.17491 [math.ST]
  (or arXiv:2404.17491v1 [math.ST] for this version)

Submission history

From: Alfredo Alegría [view email]
[v1] Fri, 26 Apr 2024 15:46:22 GMT (7275kb,D)

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