Data-driven polynomial chaos expansion for machine learning regression

DOI10.1016/j.jcp.2019.03.039zbMath1453.62565arXiv1808.03216OpenAlexW2887205128WikidataQ128137595 ScholiaQ128137595MaRDI QIDQ2220634

Emiliano Torre, Paul Embrechts, Stefano Marelli, Bruno Sudret

Publication date: 25 January 2021

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1808.03216

zbMATH Keywords

copulasregressionmachine learninguncertainty quantificationsparse representationspolynomial chaos expansions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) General nonlinear regression (62J02) Learning and adaptive systems in artificial intelligence (68T05)

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Uses Software

• UCI-ml
• Spearmint
• PRMLT

Cites Work

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