Low-Rank Tensor Approximation for High-Order Correlation Functions of Gaussian Random Fields

Daniel Kressner, Rajesh Kumar, Fabio Nobile, Christine Tobler. Low-Rank Tensor Approximation for High-Order Correlation Functions of Gaussian Random Fields. SIAM/ASA J. Uncertain. Quantification, 3(1):393-416, 2015. [doi]

Abstract

Abstract is missing.