Questions tagged [random-field]
The random-field tag has no usage guidance.
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Convergence criteria for random field
I am iteratively solving a stochastic equation by generating a random field and using the resulting generation to move toward an equilibrium. I know that the system converges but I want to use an ...
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Probability for all points on a path in a gaussian random field
I have a gaussian random field $u(x)$, $x \in R^2$ , with a covariance function $C(d)$
and I need to calculate probability
$P[ u(x) < u_0, \forall x \in S]$,
where $S$ is a straight segment in $R^2$...
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What am I not understanding about semivariogram and Normal Score Transformation?
I have generated this two dimensional random field:
This is done following this page. In particular, I have selected t=23 as dataframe and I have changed some parameters.
As you can noticed, I have ...
- 111
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Generate a syntetic log-normal two dimensional random field
I would like to test some functions that I wrote related to the kriging applied to rain data. In order to do that, I would like to generate a synthetic log-normal 2D random field.
The idea is to ...
- 111
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"Nonlinear" random spatial field: an example
I want to generate a "nonlinear" random spatial field in the sense that the autocorrelation function in function of the lag/distance $h$, $\rho(h)$, should be not equal to the $R(h)$ ...
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What is the spatial covariance algorithm?
Given a realization of a spatial random field, what is the algorithm to determine the spatial covariance, or the covariance function of the spatial lag?
Many thanks.
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Relation between Gaussian Processes and Gaussian Markov Random Fields
As a non expert in the field, I am relating Gaussian Processes (GP) and Gaussian Markov Random Fields (GMRF).
I might just be confused by the fact that different resources use different formalism. ...
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Probability of path between two points in excursion set of (Gaussian) random field
The Adler paper "On the existence of paths between points in high level excursion sets of Gaussian random fields" discusses the asymptotic limit of path probabilities in Gaussian random field ...
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Repeated measures test against baseline
I have data from a field experiment and I want to identify if it's reasonable to test against a baseline mean to show that the ratings are significantly greater.
These are the characteristcs of the ...
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Spatial auto-correlation function of $\sin^2(2\theta)$ in terms of that of $\theta$
Let $\theta$ be an isotropic random field which has a unifrom pdf $U[0,2\pi]$ and whose auto-correlation function is $R_{\theta \theta}(|y-x|) = \mathbb{E}[\theta(x)\theta(y)]$ wherein x and y are ...
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Finding probability of at least one RV taking a specific value
Given a set of random variables $X = \{X_1, X_2, .. X_N\}$ where the domain of $X_i$ is $ \{ l_1, l_2, .. l_K \}, \forall i \in \{1,2 ... N\}$. I want to compute $P($ for at least one i, $ X_i = l_k)$....
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What conditions are needed for a differentiable random field?
I've been playing around with some random field models and noticed that the apparent differentiability seems to be related to the covariance function's behavior at 0. My initial guess was that if $\...
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Questions regarding geodesics in Adler and Taylor's "Random Fields and Geometry"
I'm working through some calculations in Adler & Taylor's Random Fields and Geometry. $f$ is a real, scalar, zero-mean random field parametrized by $x^i$ (elements of some topological space $T$). ...
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