Tucker tensor analysis of Matern functions in spatial statistics

Abstract
Low-rank Tucker tensor methods in spatial statistics

  1. Motivation: improve statistical models
  2. Motivation: disadvantages of matrices
  3. Tools: Tucker tensor format
  4. Tensor approximation of Matern covariance function via FFT
  5. Typical statistical operations in Tucker tensor format
  6. Numerical experiments

    Acknowledgements
    KAUST

    Conference/Event Name
    SIAM UQ 2018 Conference
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