Multi-Fidelity Covariance Estimation in the Log-Euclidean Geometry

Multi-Fidelity Covariance Estimation in the Log-Euclidean Geometry

31 January 2023

Benjamin Peherstorfer

Youssef Marzouk

Papers citing "Multi-Fidelity Covariance Estimation in the Log-Euclidean Geometry"

5 / 5 papers shown

Title
Exact mean and covariance formulas after diagonal transformations of a multivariate normal Rebecca E. Morrison E. Basor 24 0 0 28 Jun 2024
Covariance estimation using h-statistics in Monte Carlo and multilevel Monte Carlo methods Sharana Kumar Shivanand 17 2 0 02 Nov 2023
Covariance Expressions for Multi-Fidelity Sampling with Multi-Output, Multi-Statistic Estimators: Application to Approximate Control Variates Thomas O. Dixon James E. Warner G. Bomarito Alex A. Gorodetsky 6 6 0 29 Sep 2023
Multifidelity Covariance Estimation via Regression on the Manifold of Symmetric Positive Definite Matrices A. Maurais Terrence Alsup Benjamin Peherstorfer Youssef Marzouk 27 3 0 23 Jul 2023
Geometric Mean Metric Learning P. Zadeh Reshad Hosseini S. Sra 35 166 0 18 Jul 2016