Stepwise covariance matrix decomposition for efficient simulation of multivariate large-scale three-dimensional random fields

2019 ◽  
Vol 68 ◽  
pp. 169-181 ◽  
Author(s):  
Dian-Qing Li ◽  
Te Xiao ◽  
Li-Min Zhang ◽  
Zi-Jun Cao
2014 ◽  
Vol 79 (2) ◽  
pp. 145-157 ◽  
Author(s):  
Nobutaka Ito ◽  
Emmanuel Vincent ◽  
Tomohiro Nakatani ◽  
Nobutaka Ono ◽  
Shoko Araki ◽  
...  

2013 ◽  
Vol 5 (04) ◽  
pp. 477-493 ◽  
Author(s):  
Wen Chen ◽  
Ji Lin ◽  
C.S. Chen

AbstractIn this paper, we investigate the method of fundamental solutions (MFS) for solving exterior Helmholtz problems with high wave-number in axisymmetric domains. Since the coefficient matrix in the linear system resulting from the MFS approximation has a block circulant structure, it can be solved by the matrix decomposition algorithm and fast Fourier transform for the fast computation of large-scale problems and meanwhile saving computer memory space. Several numerical examples are provided to demonstrate its applicability and efficacy in two and three dimensional domains.


2021 ◽  
Vol 46 ◽  
pp. 101322
Author(s):  
Jiawei Zhuang ◽  
Yonghua Wang ◽  
Pin Wan ◽  
Shunchao Zhang ◽  
Yongwei Zhang

2021 ◽  
Vol 11 (20) ◽  
pp. 9388
Author(s):  
Hoirim Lee ◽  
Wonseok Yang ◽  
Woochul Nam

The acquisition of a large-volume brainwave database is challenging because of the stressful experiments that are required; however, data synthesis techniques can be used to address this limitation. Covariance matrix decomposition (CMD), a widely used data synthesis approach, generates artificial data using the correlation between features and random noise. However, previous CMD methods constrain the stochastic characteristics of artificial datasets because the random noise used follows a standard distribution. Therefore, this study has improved the performance of CMD by releasing such constraints. Specifically, a generalized normal distribution (GND) was used as it can alter the kurtosis and skewness of the random noise, affecting the distribution of the artificial data. For the validation of GND performance, a motor imagery brainwave classification was conducted on the artificial dataset generated by GND. The GND-based data synthesis increased the classification accuracy obtained with the original data by approximately 8%.


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