Low-Rank Tensor Approximation for High-Order Correlation Functions of Gaussian Random Fields
DOI10.1137/140968938zbMath1322.65027OpenAlexW434969687MaRDI QIDQ2945158
Rajesh Kumar, Fabio Nobile, Daniel Kressner, Christine Tobler
Publication date: 9 September 2015
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/55e221dc0dd90d9b80f4cc8b6808fbbd1f6fa6e0
algorithmlow-rank approximationGaussian random fieldsKarhunen-Loève expansion\(n\)-point correlationstensor train decomposition
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