Optimal partition in terms of independent random vectors of any non-Gaussian vector defined by a set of realizations
From MaRDI portal
Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Signal detection and filtering (aspects of stochastic processes) (60G35) Random fields (60G60) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20)
Recommendations
- In search of non-Gaussian components of a high-dimensional distribution
- Non-Gaussian component analysis using entropy methods
- Separation of independent components from data mixed by several mixing matrices
- A new algorithm of non-Gaussian component analysis with radial kernel functions
- Independent component analysis, a new concept?
Cites work
- A Mathematical Theory of Communication
- A probabilistic construction of model validation
- A unifying information-theoretic framework for independent component analysis
- Adaptive sparse polynomial chaos expansion based on least angle regression
- Approximation Theorems of Mathematical Statistics
- Asymptotic Sampling Distribution for Polynomial Chaos Representation from Data: A Maximum Entropy and Fisher Information Approach
- Blind separation of sources. I: An adaptive algorithm based on neuromimetic architecture
- Blind separation of sources. II: Problems statement
- Computational statistics
- Convergence acceleration of polynomial chaos solutions via sequence transformation
- Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
- Elements of Information Theory
- Generalized polynomial chaos and random oscillators
- Graph theory with applications
- Handbook of uncertainty quantification. In 2 volumes
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 1082208 (Why is no real title available?)
- scientific article; zbMATH DE number 890348 (Why is no real title available?)
- scientific article; zbMATH DE number 6159604 (Why is no real title available?)
- Hybrid Sampling/Spectral Method for Solving Stochastic Coupled Problems
- Identification of Bayesian posteriors for coefficients of chaos expansions
- Identification of high-dimension polynomial chaos expansions with random coefficients for non-Gaussian tensor-valued random fields using partial and limited experimental data
- Identification of polynomial chaos representations in high dimension from a set of realizations
- Independent component analysis, a new concept?
- Maximum likelihood estimation of stochastic chaos representations from experimental data
- Monte Carlo sampling methods using Markov chains and their applications
- Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
- Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators
- Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
- Numerical solution of spectral stochastic finite element systems
- On Information and Sufficiency
- On the convergence of generalized polynomial chaos expansions
- On the relationships between SVD, KLT and PCA
- Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure
- Polynomial chaos expansion of a multimodal random vector
- Random field representations for stochastic elliptic boundary value problems and statistical inverse problems
- Reduced chaos expansions with random coefficients in reduced-dimensional stochastic modeling of coupled problems
- Simulation and the Monte Carlo Method
- Spectral Methods for Uncertainty Quantification
- Statistical Methods for Rates and Proportions
- Stochastic convergence acceleration through basis enrichment of polynomial chaos expansions
- Stochastic model reduction for chaos representations
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- The Monte Carlo Method
- The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Uncertainty Quantification and Polynomial Chaos Techniques in Computational Fluid Dynamics
Cited in
(2)
This page was built for publication: Optimal partition in terms of independent random vectors of any non-Gaussian vector defined by a set of realizations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5269858)
