Uncertainty quantification given discontinuous model response and a limited number of model runs

DOI10.1137/100817899MaRDI QIDQ2882802zbMATH OpenOpenAlexFDO

Authors Cosmin Safta, Bert Debusschere, Habib N. Najm, Khachik Sargsyan

Publication date 7 May 2012

Published in SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/100817899

zbMATH Keywords

Bayesian inferencediscontinuity detectionpolynomial chaosRosenblatt transformation

Mathematics Subject Classification ID

Applications of hypergeometric functions (33C90) Applications of dynamical systems (37N99) Bayesian inference (62F15) Inference from stochastic processes (62M99)

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