{"title":"Estimation and prediction for (mostly Gaussian) Markov fields in the continuum","authors":"L. Pitt","doi":"10.1109/WITS.1994.513878","DOIUrl":null,"url":null,"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.","PeriodicalId":423518,"journal":{"name":"Proceedings of 1994 Workshop on Information Theory and Statistics","volume":"147 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"1994-10-27","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of 1994 Workshop on Information Theory and Statistics","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/WITS.1994.513878","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
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.