Data-driven probability concentration and sampling on manifold
نویسندگان
چکیده
منابع مشابه
Data-driven probability concentration and sampling on manifold
A new methodology is proposed for generating realizations of a random vector with values in a finite-dimensional Euclidean space that are statistically consistent with a dataset of observations of this vector. The probability distribution of this random vector, while a-priori not known, is presumed to be concentrated on an unknown subset of the Euclidean space. A random matrix is introduced who...
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ژورنال
عنوان ژورنال: Journal of Computational Physics
سال: 2016
ISSN: 0021-9991
DOI: 10.1016/j.jcp.2016.05.044