Maximum likelihood estimation of stochastic chaos representations from experimental data

From MaRDI portal
Revision as of 19:32, 4 February 2024 by Import240129110113 (talk | contribs) (Created automatically from import240129110113)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:3440486

DOI10.1002/NME.1576zbMath1110.74826OpenAlexW2170880683MaRDI QIDQ3440486

Christian Soize, Roger G. Ghanem, Christophe Desceliers

Publication date: 22 May 2007

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL: https://hal-upec-upem.archives-ouvertes.fr/hal-00686154/file/publi-2006-IJNME-66_6_978-1001-desceliers-ghanem-soize-preprint.pdf




Related Items (51)

A data-driven stochastic collocation approach for uncertainty quantification in MEMSNon-Gaussian positive-definite matrix-valued random fields with constrained eigenvalues: Application to random elasticity tensors with uncertain material symmetriesTheoretical framework and experimental procedure for modelling mesoscopic volume fraction stochastic fluctuations in fiber reinforced compositesMaterials integrity in microsystems: a framework for a petascale predictive-science-based multiscale modeling and simulation systemInversion of probabilistic structural models using measured transfer functionsParametrization of Random Vectors in Polynomial Chaos Expansions via Optimal TransportationProbabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraintsSparse grid collocation schemes for stochastic natural convection problemsExtended stochastic FEM for diffusion problems with uncertain material interfacesAmbrosio-Tortorelli segmentation of stochastic images: model extensions, theoretical investigations and numerical methodsPolynomial chaos representation of databases on manifoldsReduced Wiener chaos representation of random fields via basis adaptation and projectionStochastic analysis of structures under limited observations using kernel density estimation and arbitrary polynomial chaos expansionProbabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systemsSpectral representation of stochastic field data using sparse polynomial chaos expansionsA spectral surrogate model for stochastic simulators computed from trajectory samplesPolynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrateOn the capabilities of the polynomial chaos expansion method within SFE analysis -- an overviewReduced chaos decomposition with random coefficients of vector-valued random variables and random fieldsConvergence acceleration of polynomial chaos solutions via sequence transformationA scalable framework for the solution of stochastic inverse problems using a sparse grid collocation approachUncertainty quantification in computational stochastic multiscale analysis of nonlinear elastic materialsKernel principal component analysis for stochastic input model generationBayesian adaptation of chaos representations using variational inference and sampling on geodesicsA probabilistic construction of model validationThe stochastic finite element method: past, present and futureCompressed Principal Component Analysis of Non-Gaussian VectorsIdentification of high-dimension polynomial chaos expansions with random coefficients for non-Gaussian tensor-valued random fields using partial and limited experimental dataA computational inverse method for identification of non-Gaussian random fields using the Bayesian approach in very high dimensionA non-linear dimension reduction methodology for generating data-driven stochastic input modelsModeling diffusion in random heterogeneous media: data-driven models, stochastic collocation and the variational multiscale methodGeneralized probabilistic approach of uncertainties in computational dynamics using random matrices and polynomial chaos decompositionsWeighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measuresInversion of Robin coefficient by a spectral stochastic finite element approachIdentification of Bayesian posteriors for coefficients of chaos expansionsStochastic data assimilation of the random shallow water model loads with uncertain experimental measurementsA robust solution of a statistical inverse problem in multiscale computational mechanics using an artificial neural networkModeling multiscale diffusion processes in random heterogeneous mediaProbabilistic equivalence and stochastic model reduction in multiscale analysisA stochastic multiscale framework for modeling flow through random heterogeneous porous mediaIdentification of chaos representations of elastic properties of random media using experimental vibration testsRandom field representations for stochastic elliptic boundary value problems and statistical inverse problemsIdentification of random shapes from images through polynomial chaos expansion of random level set functionsNonparametric probabilistic approach of uncertainties for elliptic boundary value problemComplexity science of multiscale materials via stochastic computationsA generalized spectral decomposition technique to solve a class of linear stochastic partial differential equationsSpecification of Additional Information for Solving Stochastic Inverse ProblemsPolynomial chaos representation of spatio-temporal random fields from experimental measurementsSparse polynomial chaos expansions using variational relevance vector machinesStochastic collocation method for stochastic optimal boundary control of the Navier-Stokes equationsOptimal Partition in Terms of Independent Random Vectors of Any Non-Gaussian Vector Defined by a Set of Realizations




Cites Work




This page was built for publication: Maximum likelihood estimation of stochastic chaos representations from experimental data