Publication:382035

DOI10.1007/s00158-013-0883-zzbMath1274.74290arXiv1402.3303OpenAlexW2137355869MaRDI QIDQ382035

Sharif Rahman, Xuchun Ren

Publication date: 15 November 2013

Published in: Structural and Multidisciplinary Optimization, International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1402.3303

zbMATH Keywords

optimizationsaddlepoint approximationorthogonal polynomialsdimension reductionscore functionrobust design optimizationscore functionsANOVA dimensional decompositiondesign under uncertaintypolynomial dimensional decomposition

Mathematics Subject Classification ID

Stochastic programming (90C15) Applications of optimal control and differential games (49N90) Optimization of other properties in solid mechanics (74P10) Analysis of variance and covariance (ANOVA) (62J10) Reliability and life testing (62N05) Robust parameter designs (62K25)

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Uses Software

• OPQ
• DOT

Cites Work

• Eigenvector dimension reduction (EDR) method for sensitivity-free probability analysis
• Robust design with arbitrary distributions using Gauss-type quadrature formula
• Robust design optimization by polynomial dimensional decomposition
• The jackknife estimate of variance
• Approximation errors in truncated dimensional decompositions
• A polynomial dimensional decomposition for stochastic computing
• Saddle point approximation for the distribution of the sum of independent random variables
• On the Convergence Rates of IPA and FDC Derivative Estimators
• Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
• A generalized dimension‐reduction method for multidimensional integration in stochastic mechanics
• A Class of Statistics with Asymptotically Normal Distribution
• Some Integrals Involving Hermite Polynomials
• Saddlepoint Approximations in Statistics
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