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math.ST2020★ 1 cited
Augmented Gaussian Random Field: Theory and Computation
Sheng Zhang, Xiu Yang, Samy Tindel +1
We propose the novel augmented Gaussian random field (AGRF), which is a universal framework incorporating the data of observable and derivatives of any order. Rigorous theory is es…
math.ST2015★ 48 cited
Enhancing Sparsity of Hermite Polynomial Expansions by Iterative Rotations
Xiu Yang, Huan Lei, Nathan A. Baker +1
Compressive sensing has become a powerful addition to uncertainty quantification in recent years. This paper identifies new bases for random variables through linear mappings such…