Optimal partition in terms of independent random vectors of any non-Gaussian vector defined by a set of realizations

DOI10.1137/16M1062223zbMATH Open1365.62193OpenAlexW2591189595MaRDI QIDQ5269858FDOQ5269858

Authors C. Soize

Publication date 28 June 2017

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/16m1062223

zbMATH Keywords

non-Gaussianhigh dimensionpartition in independent random vectors

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Multivariate distribution of statistics (62H10) Random fields (60G60) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Signal detection and filtering (aspects of stochastic processes) (60G35)

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Cited in

(2)

• Optimal Partitioning of Probability Distributions under General Convex Loss Functions in Selective Assembly
• Probabilistic learning on manifolds (PLoM) with partition

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