Title :
Estimation and prediction for (mostly Gaussian) Markov fields in the continuum
Author_Institution :
Dept. of Math., Virginia Univ., Charlottesville, VA
Abstract :
We present a survey of design problems and results that arise in the prediction and parameter estimation of stochastic partial differential equations (SPDES). The aim is to better understand some unavoidable errors that occur in the discretization of SPDEs, and available methods for minimizing these errors
Keywords :
Gaussian processes; Markov processes; parameter estimation; partial differential equations; prediction theory; stochastic processes; Gaussian Markov fields; error minimisation; parameter estimation; prediction; stochastic partial differential equations; Boundary conditions; Error analysis; Gaussian processes; Integral equations; Mathematics; Multidimensional systems; Parameter estimation; Partial differential equations; Stochastic processes; White noise;
Conference_Titel :
Information Theory and Statistics, 1994. Proceedings., 1994 IEEE-IMS Workshop on
Conference_Location :
Alexandria, VA
Print_ISBN :
0-7803-2761-6
DOI :
10.1109/WITS.1994.513878
