On the Optimality of the Discrete Karhunen--Loève Expansion
From MaRDI portal
Publication:4210194
DOI10.1137/S0363012997315750zbMath0914.93074MaRDI QIDQ4210194
Publication date: 21 September 1998
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
62H99: Multivariate analysis
93E24: Least squares and related methods for stochastic control systems
41A45: Approximation by arbitrary linear expressions
Related Items
On a Class of Random Variational Inequalities on Random Sets, On a new class of differential variational inequalities and a stability result, Numerical studies of three-dimensional stochastic Darcy's equation and stochastic advection-diffusion-dispersion equation, A model reduction method for the post-buckling analysis of cellular microstructures, The reduced model multiscale method (R3M) for the nonlinear homogenization of hyperelastic media at finite strains, A probabilistic collocation eulerian-Lagrangian localized adjoint method on sparse grids for assessing \(\operatorname{CO}_2\) leakage through wells in randomly heterogeneous porous media, On the equivalence of probability spaces, Dimensional model reduction in non‐linear finite element dynamics of solids and structures