Whitening, or sphering, is a common preprocessing step in statistical analysis to transform random variables to orthogonality. However, due to rotational freedom there are infinitely many possible ...
This is a preview. Log in through your library . Publisher Information The purpose of the Institute of Mathematical Statistics (IMS) is to foster the development and dissemination of the theory and ...
Uncertainty quantification (UQ) is increasingly critical for modelling complex systems in which input parameters or environmental conditions vary unpredictably. Polynomial chaos methods offer a ...