Parametrization of Random Vectors in Polynomial Chaos Expansions via Optimal Transportation
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Publication:3452487
DOI10.1137/130949063zbMath1351.60089OpenAlexW2173517407MaRDI QIDQ3452487
F. Stavropoulou, Johannes Müller
Publication date: 12 November 2015
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/130949063
Nonparametric estimation (62G05) Variational problems in a geometric measure-theoretic setting (49Q20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)
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