Asymptotic Sampling Distribution for Polynomial Chaos Representation from Data: A Maximum Entropy and Fisher Information Approach (Q3398245)

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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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