Polynomial chaos expansions for dependent random variables (Q2173605)

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Polynomial chaos expansions for dependent random variables
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    title
    Polynomial chaos expansions for dependent random variables (English)
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    author
    John D. Jakeman
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    Fabian Franzelin
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    Michael S. Eldred
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    Dirk Plfüger
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    publication date
    17 April 2020
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    Mathematics Subject Classification ID
    65C30
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    60-08
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    60G07
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    zbMATH DE Number
    7190217
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    zbMATH Keywords
    uncertainty quantification
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    Nataf transformation
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    polynomial chaos expansion
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    Leja sequence
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    interpolation
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    quadrature
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    Wikidata QID
    Q115063497
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