Representations of non-Gaussian positive-definite matrix-valued random fields for elliptic BVP and statistical inverse identification in high dimension using partial and limited experimental data

Christian Soize (1) , Christophe Desceliers (1) , Johann Guilleminot (1) , Anthony Nouy (2) , Guillaume Perrin (3)

1 MSME - Laboratoire de Modélisation et Simulation Multi Echelle
2 GeM - Institut de Recherche en Génie Civil et Mécanique
3 DAM/DIF - DAM Île-de-France

Domaines: Probabilités [math.PR]; Statistiques [math.ST]; Sciences de l'ingénieur [physics]

Christian Soize, Christophe Desceliers, Johann Guilleminot, Anthony Nouy, Guillaume Perrin. Representations of non-Gaussian positive-definite matrix-valued random fields for elliptic BVP and statistical inverse identification in high dimension using partial and limited experimental data. 2014. ⟨hal-01591433⟩