Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs).
Oliver G. ErnstBjörn SprungkLorenzo TamelliniPublished in: SIAM J. Numer. Anal. (2018)
Keyphrases
- random variables
- graphical models
- normal distribution
- probability distribution
- independent and identically distributed
- joint distribution
- statistically independent
- partial differential equations
- stochastic optimization problems
- image processing
- random vectors
- probabilistic graphical models
- distribution function
- probability density
- sparse representation
- directed acyclic graph
- latent variables
- failure rate
- image denoising
- conditional distribution
- denoising
- bayesian networks