This article provides an alternative method of finding the distribution of a function of one or more random variables using the Dirac generalized function. Unlike the conventional change-of-variable ...

Whitening, or sphering, is a common preprocessing step in statistical analysis to transform random variables to orthogonality. However, due to rotational freedom there are infinitely many possible ...

Uncertainty quantification (UQ) is increasingly critical for modelling complex systems in which input parameters or environmental conditions vary unpredictably. Polynomial chaos methods offer a ...