Versatile sequential sampling algorithm using kernel density estimation

DOI10.1016/j.ejor.2019.11.070zbMath1441.62207OpenAlexW2994612061WikidataQ126561170 ScholiaQ126561170MaRDI QIDQ2301957

Lluís Jofre, Jean-Christophe Jouhaud, Pamphile T. Roy, Bénédicte Cuenot

Publication date: 25 February 2020

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2019.11.070

zbMATH Keywords

design of experimentsstochastic processesdiscrepancyoptimal designuncertainty quantification

Mathematics Subject Classification ID

Density estimation (62G07) Design of statistical experiments (62K99) Monte Carlo methods (65C05) Stochastic analysis applied to problems in fluid mechanics (76M35) Factorial statistical designs (62K15)

Uses Software

• OpenTURNS

Cites Work

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• On the distribution of points in a cube and the approximate evaluation of integrals
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