Estimators of fractal dimension: Assessing the roughness of time series and spatial data

T Gneiting, H Ševčíková, DB Percival - Statistical Science, 2012 - JSTOR
The fractal or Hausdorff dimension is a measure of roughness (or smoothness) for time
series and spatial data. The graph of a smooth, differentiable surface indexed in ℝ d has …

Sparse Cholesky Factorization by Kullback--Leibler Minimization

F Schäfer, M Katzfuss, H Owhadi - SIAM Journal on scientific computing, 2021 - SIAM
We propose to compute a sparse approximate inverse Cholesky factor L of a dense
covariance matrix Θ by minimizing the Kullback--Leibler divergence between the Gaussian …

Spatial process simulation

DP Kroese, ZI Botev - Stochastic geometry, spatial statistics and random …, 2014 - Springer
The simulation of random spatial data on a computer is an important tool for understanding
the behavior of spatial processes. In this chapter we describe how to simulate realizations …

Characterization of fault roughness at various scales: Implications of three-dimensional high resolution topography measurements

T Candela, F Renard, M Bouchon, A Brouste… - … , structure and evolution …, 2010 - Springer
Accurate description of the topography of active fault surfaces represents an important
geophysical issue because this topography is strongly related to the stress distribution along …

Detrended fluctuation analysis for fractals and multifractals in higher dimensions

GF Gu, WX Zhou - Physical Review E—Statistical, Nonlinear, and Soft …, 2006 - APS
One-dimensional detrended fluctuation analysis (DFA) and multifractal detrended fluctuation
analysis (MFDFA) are widely used in the scaling analysis of fractal and multifractal time …

Degassing behaviour at basaltic volcanoes: New insights from experimental investigations of different conduit geometry and magma viscosity

L Spina, A Cannata, D Morgavi, D Perugini - Earth-Science Reviews, 2019 - Elsevier
Understanding gas-magma dynamics in volcanic conduits and linking them with the
associated geophysical signals at the surface is of fundamental importance in monitoring …

Wavelet leaders and bootstrap for multifractal analysis of images

H Wendt, SG Roux, S Jaffard, P Abry - Signal Processing, 2009 - Elsevier
Multifractal analysis is considered a promising tool for image processing, notably for texture
characterization. However, practical operational estimation procedures based on a …

Bayesian and maximum likelihood estimation for Gaussian processes on an incomplete lattice

JR Stroud, ML Stein, S Lysen - Journal of computational and …, 2017 - Taylor & Francis
This article proposes a new approach for Bayesian and maximum likelihood parameter
estimation for stationary Gaussian processes observed on a large lattice with missing …

Estimating deformations of isotropic Gaussian random fields on the plane

EB Anderes, ML Stein - 2008 - projecteuclid.org
This paper presents a new approach to the estimation of the deformation of an isotropic
Gaussian random field on ℝ2 based on dense observations of a single realization of the …

[КНИГА][B] Stochastic geometry, spatial statistics and random fields

V Schmidt - 2014 - Springer
This volume is an attempt to provide a graduate level introduction to various aspects of
stochastic geometry, spatial statistics and random fields, with special emphasis placed on …