Optimal Partition in Terms of Independent Random Vectors of Any Non-Gaussian Vector Defined by a Set of Realizations

DOI10.1137/16M1062223zbMath1365.62193OpenAlexW2591189595MaRDI QIDQ5269858

Christian Soize

Publication date: 28 June 2017

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/16m1062223

zbMATH Keywords

high dimensionnon-Gaussianpartition in independent random vectors

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Random fields (60G60) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Characteristic functions; other transforms (60E10) Probability distributions: general theory (60E05) Signal detection and filtering (aspects of stochastic processes) (60G35)

Related Items (1)

Probabilistic learning on manifolds (PLoM) with partition

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