Polynomial Chaos Expansion of a Multimodal Random Vector

DOI10.1137/140968495zbMath1327.62332OpenAlexW2004379372MaRDI QIDQ3452517

Christian Soize

Publication date: 12 November 2015

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

Full work available at URL: https://hal-upec-upem.archives-ouvertes.fr/hal-01105959/file/publi-2015-SIAM-ASA-JUQ-3%281%2934-60-soize-preprint.pdf

zbMATH Keywords

random vectorhigh dimensionpolynomial chaosmultimodal probability distribution

Mathematics Subject Classification ID

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

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