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
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?
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)
Cites Work
- Title not available (Why is that?)
- Approximation Theorems of Mathematical Statistics
- Elements of Information Theory
- Independent component analysis, a new concept?
- On Information and Sufficiency
- A Mathematical Theory of Communication
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- Title not available (Why is that?)
- Monte Carlo sampling methods using Markov chains and their applications
- Computational statistics
- Simulation and the Monte Carlo Method
- The Monte Carlo Method
- Graph theory with applications
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- On the convergence of generalized polynomial chaos expansions
- Spectral Methods for Uncertainty Quantification
- Title not available (Why is that?)
- Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
- Non-Gaussian positive-definite matrix-valued random fields for elliptic stochastic partial differential operators
- Multi-Element Generalized Polynomial Chaos for Arbitrary Probability Measures
- The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
- Statistical Methods for Rates and Proportions
- Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes
- Adaptive sparse polynomial chaos expansion based on least angle regression
- On the relationships between SVD, KLT and PCA
- Numerical solution of spectral stochastic finite element systems
- Blind separation of sources. II: Problems statement
- Blind separation of sources. I: An adaptive algorithm based on neuromimetic architecture
- Stochastic model reduction for chaos representations
- Asymptotic Sampling Distribution for Polynomial Chaos Representation from Data: A Maximum Entropy and Fisher Information Approach
- Uncertainty Quantification and Polynomial Chaos Techniques in Computational Fluid Dynamics
- Stochastic convergence acceleration through basis enrichment of polynomial chaos expansions
- Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure
- Maximum likelihood estimation of stochastic chaos representations from experimental data
- Identification of Bayesian posteriors for coefficients of chaos expansions
- Identification of polynomial chaos representations in high dimension from a set of realizations
- A probabilistic construction of model validation
- Reduced chaos expansions with random coefficients in reduced-dimensional stochastic modeling of coupled problems
- Convergence acceleration of polynomial chaos solutions via sequence transformation
- Random field representations for stochastic elliptic boundary value problems and statistical inverse problems
- Identification of high-dimension polynomial chaos expansions with random coefficients for non-Gaussian tensor-valued random fields using partial and limited experimental data
- A unifying information-theoretic framework for independent component analysis
- Title not available (Why is that?)
- Generalized polynomial chaos and random oscillators
- Polynomial chaos expansion of a multimodal random vector
- Handbook of uncertainty quantification. In 2 volumes
- Hybrid Sampling/Spectral Method for Solving Stochastic Coupled Problems
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)
