Monte Carlo algorithm for vector-valued Gaussian functions with preset component accuracies (Q2409055)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Monte Carlo algorithm for vector-valued Gaussian functions with preset component accuracies |
scientific article |
Statements
Monte Carlo algorithm for vector-valued Gaussian functions with preset component accuracies (English)
0 references
10 October 2017
0 references
Karhunen-Loève series
0 references
Monte Carlo
0 references
orthonormal systems and bases
0 references
parametric models
0 references
stochastic dimension
0 references
vector-valued random functions
0 references
0 references
0 references