Computing statistical moments via tensorization of polynomial chaos expansions
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Publication:6554968
DOI10.1137/23m155428xzbMath1541.65003MaRDI QIDQ6554968
Publication date: 13 June 2024
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Tucker decompositionstatistical momentssurrogate modelingtensor decompositionspolynomial chaos expansionstensor train decomposition
Probabilistic models, generic numerical methods in probability and statistics (65C20) Algorithms for approximation of functions (65D15) Multilinear algebra, tensor calculus (15A69)
Cites Work
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