Lecture 1: Computation of Karhunen-Loeve Expansion

dc.contributor.author	Litvinenko, Alexander
dc.date.accessioned	2017-05-31T05:42:37Z
dc.date.available	2017-05-31T05:42:37Z
dc.date.issued	2013-12-01
dc.identifier.uri	http://hdl.handle.net/10754/623746
dc.description.abstract	What is the Karhunen-Loeve expansion? how to compute it? overview of available methods.
dc.description.sponsorship	SRI UQ KAUST
dc.subject	Karhunen-Loeve
dc.subject	hierarchical matrices
dc.subject	low-rank tensors
dc.subject	FFT
dc.subject	eigenvalue problem
dc.subject	random fields
dc.title	Lecture 1: Computation of Karhunen-Loeve Expansion
dc.type	Presentation
dc.contributor.department	Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division
dc.conference.date	December 2013
dc.conference.name	Lecture 1 for SRI UQ students at KAUST
refterms.dateFOA	2018-06-14T05:05:27Z

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Lecture given at KAUST for SRI UQ group