Data-driven probability concentration and sampling on manifold

DOI10.1016/j.jcp.2016.05.044zbMath1349.62202arXiv1603.02657OpenAlexW2300941020MaRDI QIDQ726929

Roger G. Ghanem, Christian Soize

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1603.02657

zbMATH Keywords

diffusion mapsmeasure concentrationstatistics on manifoldsconcentration of probabilitydesign of experiments for random parametersMCMC generatorprobability distribution on manifoldsrandom sampling generator

Mathematics Subject Classification ID

Related Items (29)

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