Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Multilevel approximation of Gaussian random fields: Covariance
  compression, estimation and spatial prediction   Centered Gaussian random fields (GRFs) indexed by compacta such as smooth,
bounded Euclidean domains or smooth, compact and orientable manifolds are
determined by their covariance operators. We consider centered GRFs given as
variational solutions to coloring operator equations driven by spatial white
noise, with an elliptic self-adjoint pseudodifferential coloring operator from
the H\"ormander class. This includes the Mat\'ern class of GRFs as a special
case. Using biorthogonal multiresolution analyses on the manifold, we prove
that the precision and covariance operators, respectively, may be identified
with bi-infinite matrices and finite sections may be diagonally preconditioned
rendering the condition number independent of the dimension $p$ of this
section. We prove that a tapering strategy by thresholding applied on finite
sections of the bi-infinite precision and covariance matrices results in
optimally numerically sparse approximations. That is, asymptotically only
linearly many nonzero matrix entries are sufficient to approximate the original
section of the bi-infinite covariance or precision matrix using this tapering
strategy to arbitrary precision. The locations of these nonzero matrix entries
are known a priori. The tapered covariance or precision matrices may also be
optimally diagonally preconditioned. Analysis of the relative size of the
entries of the tapered covariance matrices motivates novel, multilevel Monte
Carlo (MLMC) oracles for covariance estimation, in sample complexity that
scales log-linearly with respect to the number $p$ of parameters. In addition,
we propose and analyze a novel compressive algorithm for simulating and kriging
of GRFs. The complexity (work and memory vs. accuracy) of these three
algorithms scales near-optimally in terms of the number of parameters $p$ of
the sample-wise approximation of the GRF in Sobolev scales.

31
The categories of this paper are: ao-sci
11
The categories of this paper are: hep-lat
18
The categories of this paper are: econ
22
The categories of this paper are: chao-dyn
12
The categories of this paper are: nucl-th
27
The categories of this paper are: comp-gas
29
The categories of this paper are: funct-an
28
The categories of this paper are: alg-geom
36
The categories of this paper are: cmp-lg
25
The categories of this paper are: patt-sol
21
The categories of this paper are: adap-org
13
The categories of this paper are: quant-ph
33
The categories of this paper are: plasm-ph
37
The categories of this paper are: supr-con
8
The categories of this paper are: hep-ex
19
The categories of this paper are: eess