Parametrization of Random Vectors in Polynomial Chaos Expansions via Optimal Transportation (Q3452487)

scientific article

Language	Label	Description	Also known as
English	Parametrization of Random Vectors in Polynomial Chaos Expansions via Optimal Transportation	scientific article

Statements

instance of

scholarly article

0 references

title

Parametrization of Random Vectors in Polynomial Chaos Expansions via Optimal Transportation (English)

0 references

0 references

0 references

SIAM Journal on Scientific Computing

0 references

publication date

12 November 2015

0 references

zbMATH Keywords

uncertainty quantification

0 references

dynamical systems

0 references

polynomial chaos expansion

0 references

optimal transportation

0 references

describes a project that uses

0 references

0 references

0 references

MaRDI publication profile

0 references

full work available at URL

https://doi.org/10.1137/130949063

0 references

cites work

Identification of Bayesian posteriors for coefficients of chaos expansions

0 references

Q4052481

0 references

Central limit theorems for the Wasserstein distance between the empirical and the true distributions

0 references

Asymptotics for \(L_2\) functionals of the empirical quantile process, with applications to tests of fit based on weighted Wasserstein distances

0 references

The empirical cost of optimal incomplete transportation

0 references

Combinatorial Optimization Over Two Random Point Sets

0 references

Q4003376

0 references

Q4830373

0 references

Stochastic finite element: a non intrusive approach by regression

0 references

Q5834711

0 references

Sparse polynomial chaos expansions and adaptive stochastic finite elements using a regression approach

0 references

Q4821526

0 references

Assignment Problems

0 references

The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals

0 references

Q4215355

0 references

From Knothe's Transport to Brenier's Map and a Continuation Method for Optimal Transport

0 references

Q4283453

0 references

Q4170993

0 references

On the stability and accuracy of least squares approximations

0 references

Optimal coupling of multivariate distributions and stochastic processes

0 references

Asymptotic Sampling Distribution for Polynomial Chaos Representation from Data: A Maximum Entropy and Fisher Information Approach

0 references

Polynomial chaos representation of spatio-temporal random fields from experimental measurements

0 references

Numerical Challenges in the Use of Polynomial Chaos Representations for Stochastic Processes

0 references

Maximum likelihood estimation of stochastic chaos representations from experimental data

0 references

Identification of chaos representations of elastic properties of random media using experimental vibration tests

0 references

Asymptotics for transportation cost in high dimensions

0 references

Q5822308

0 references

On the convergence of generalized polynomial chaos expansions

0 references

Q4807438

0 references

On the construction and analysis of stochastic models: characterization and propagation of the errors associated with limited data

0 references

A probabilistic construction of model validation

0 references

Q3997987

0 references

Q4864274

0 references

Q4199478

0 references

A distribution-free theory of nonparametric regression

0 references

Adaptive proposal distribution for random walk Metropolis algorithm

0 references

Uncertainty propagation in CFD using polynomial chaos decomposition

0 references

Uncertainty propagation using Wiener-Haar expansions

0 references

Multi‐Resolution‐Analysis Scheme for Uncertainty Quantification in Chemical Systems

0 references

Spectral Methods for Uncertainty Quantification

0 references

Q4131338

0 references

Kernel principal component analysis for stochastic input model generation

0 references

Analysis of discrete \(L^2\) projection on polynomial spaces with random evaluations

0 references

Bayesian inference with optimal maps

0 references

Uncertainty Quantification and Polynomial Chaos Techniques in Computational Fluid Dynamics

0 references

Identification of Polynomial Chaos Representations in High Dimension from a Set of Realizations

0 references

Natural Convection in a Closed Cavity under Stochastic Non-Boussinesq Conditions

0 references

A Nonparametric Ensemble Transform Method for Bayesian Inference

0 references

A characterization of random variables with minimum \(L^ 2\)-distance

0 references

Remarks on a Multivariate Transformation

0 references

Spectral Representation and Reduced Order Modeling of the Dynamics of Stochastic Reaction Networks via Adaptive Data Partitioning

0 references

Q4223074

0 references

Construction of probability distributions in high dimension using the maximum entropy principle: Applications to stochastic processes, random fields and random matrices

0 references

Reduced chaos decomposition with random coefficients of vector-valued random variables and random fields

0 references

Identification of high-dimension polynomial chaos expansions with random coefficients for non-Gaussian tensor-valued random fields using partial and limited experimental data

0 references

Identification of random shapes from images through polynomial chaos expansion of random level set functions

0 references

On Discrete Least-Squares Projection in Unbounded Domain with Random Evaluations and its Application to Parametric Uncertainty Quantification

0 references

On the Rate of Convergence of Empirical Measures in ∞-transportation Distance

0 references

Q4805362

0 references

Optimal Transport

0 references

The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations

0 references

High-Order Collocation Methods for Differential Equations with Random Inputs

0 references

Q3538690

0 references

Q3583848

0 references

Multivariate Discrete Least-Squares Approximations with a New Type of Collocation Grid

0 references

Identifiers

zbMATH Open document ID

1351.60089

0 references

DOI

10.1137/130949063

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:3452487