The following pages link to (Q4869639):
Displaying 50 items.
- Efficient high-dimensional importance sampling (Q289225) (← links)
- A priori error estimate of stochastic Galerkin method for optimal control problem governed by stochastic elliptic PDE with constrained control (Q292538) (← links)
- A sparse grid stochastic collocation method for elliptic interface problems with random input (Q293115) (← links)
- Dynamics of spatial rigid-flexible multibody systems with uncertain interval parameters (Q332777) (← links)
- An efficient alternative to the exact evaluation of the quickest path flow network reliability problem (Q342541) (← links)
- Dynamic computation of flexible multibody system with uncertain material properties (Q347340) (← links)
- Computational strategy for the crash design analysis using an uncertain computational mechanical model (Q356825) (← links)
- A polynomial chaos approach to the robust analysis of the dynamic behaviour of friction systems (Q388313) (← links)
- Multiplicative methods for computing \(D\)-optimal stratified designs of experiments (Q393589) (← links)
- An efficient dimension-adaptive uncertainty propagation approach (Q426333) (← links)
- On the linear advection equation subject to random velocity fields (Q433630) (← links)
- Rigorous error control methods for estimating means of bounded random variables (Q473522) (← links)
- The supremum of chi-square processes (Q479180) (← links)
- Gamma expansion of the Heston stochastic volatility model (Q483714) (← links)
- Variable-time-domain neighboring optimal guidance. II: Application to lunar descent and soft landing (Q493254) (← links)
- The depth-design: an efficient generation of high dimensional computer experiments (Q499435) (← links)
- Meshless finite difference method with higher order approximation -- applications in mechanics (Q503869) (← links)
- Stochastic regularity of a quadratic observable of high-frequency waves (Q504049) (← links)
- Exact computation of minimum sample size for estimation of binomial parameters (Q538110) (← links)
- Direct density-ratio estimation with dimensionality reduction via least-squares hetero-distributional subspace search (Q553261) (← links)
- On a combination method of VDR and patchwork for generating uniform random points on a unit sphere (Q558050) (← links)
- Simulated division with approximate factoring for the multiple recursive generator with both unrestricted multiplier and non-Mersenne prime modulus (Q597246) (← links)
- On decompositional algorithms for uniform sampling from \(n\)-spheres and \(n\)-balls (Q604345) (← links)
- Adaptive sparse grid algorithms with applications to electromagnetic scattering under uncertainty (Q610778) (← links)
- Computer generation of random variables with Lindley or Poisson-Lindley distribution via the Lambert \(W\) function (Q622223) (← links)
- Periodic time-series modeling of environmental proxy records with guaranteed positive growth rate estimation (Q635950) (← links)
- Solving the random Legendre differential equation: mean square power series solution and its statistical functions (Q639101) (← links)
- Calculation of the expectation of the solution of a one-dimensional stochastic PDE using a reduced base (Q639622) (← links)
- Stochastic Galerkin methods for elliptic interface problems with random input (Q651914) (← links)
- A dynamically adaptive wavelet approach to stochastic computations based on polynomial chaos -- capturing all scales of random modes on independent grids (Q655055) (← links)
- A conditional distribution approach to uniform sampling on spheres and balls in \(L_{p}\) spaces (Q715501) (← links)
- Novel algorithm using active metamodel learning and importance sampling: application to multiple failure regions of low probability (Q725434) (← links)
- On the evaluation of moments for solute transport by random velocity fields (Q731964) (← links)
- An inventory-transportation system with stochastic demand (Q744222) (← links)
- A note on limiting distribution for jumps of Lévy insurance risk model (Q744595) (← links)
- Solving elliptic boundary value problems with uncertain coefficients by the finite element method: the stochastic formulation (Q817339) (← links)
- Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with splitting (Q817355) (← links)
- A parallel search for good lattice points using LLL-spectral tests (Q818198) (← links)
- Recursive estimation of time-average variance constants (Q835069) (← links)
- Evaluation of the MEMM, parameter estimation and option pricing for geometric Lévy processes (Q841858) (← links)
- Modelling redundancy allocation for a fuzzy random parallel-series system (Q843161) (← links)
- Implementing stochastic multicriteria acceptability analysis (Q859929) (← links)
- The interaction of guarantees, surplus distribution, and asset allocation in with-profit life insurance policies (Q865621) (← links)
- A revised forward and backward heuristic for two-term multiple recursive random number generators (Q870156) (← links)
- An analysis of linear congruential random number generators when multiplier restrictions exist (Q881543) (← links)
- Stochastic spectral methods for efficient Bayesian solution of inverse problems (Q886042) (← links)
- Markov chain Monte Carlo: can we trust the third significant figure? (Q900463) (← links)
- On goodness-of-fit tests for multiple recursive random number generators (Q929415) (← links)
- A study of regularized Gaussian classifier in high-dimension small sample set case based on MDL principle with application to spectrum recognition (Q937427) (← links)
- Computable exponential bounds for screened estimation and simulation (Q939078) (← links)
