Bayesian estimation of Karhunen-Loève expansions; a random subspace approach (Q726884)

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Bayesian estimation of Karhunen-Loève expansions; a random subspace approach
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    Bayesian estimation of Karhunen-Loève expansions; a random subspace approach (English)
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    5 December 2016
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    Karhunen-Loève expansion
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    principal component analysis
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    uncertainty quantification
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    Bayesian inference
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    matrix Bingham density
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    Gibbs sampling
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    Markov chain Monte Carlo
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