Compressed Principal Component Analysis of Non-Gaussian Vectors (Q5139351)

scientific article; zbMATH DE number 7283159

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English	Compressed Principal Component Analysis of Non-Gaussian Vectors	scientific article; zbMATH DE number 7283159

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instance of

scholarly article

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title

Compressed Principal Component Analysis of Non-Gaussian Vectors (English)

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SIAM/ASA Journal on Uncertainty Quantification

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publication date

8 December 2020

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zbMATH Keywords

principal component analysis

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compressed principal component analysis

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non-Gaussian vector

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random eigenvectors

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symmetric polynomials

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random fields

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stochastic processes

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inverse problem

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stochastic model

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reduction method

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uncertainty quantification

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stochastic modeling

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MaRDI profile type

MaRDI publication profile

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Identifiers

zbMATH Open document ID

1451.62069

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DOI

10.1137/20M1322029

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5139351