Asymptotic Sampling Distribution for Polynomial Chaos Representation from Data: A Maximum Entropy and Fisher Information Approach (Q3398245)
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English | Asymptotic Sampling Distribution for Polynomial Chaos Representation from Data: A Maximum Entropy and Fisher Information Approach |
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Asymptotic Sampling Distribution for Polynomial Chaos Representation from Data: A Maximum Entropy and Fisher Information Approach (English)
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28 September 2009
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Fisher information matrix
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Karhunen-LoƩve expansion
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Markov chain Monte Carlo
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maximum-entropy principle
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non-Gaussian and nonstationary/nonhomogeneous random processes
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nonlinear optimization
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polynomial chaos expansion
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density function estimation
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Rosenblatt transformation
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