Anchor points matter in ANOVA decomposition

DOI10.1007/978-3-642-15337-2_32MaRDI QIDQ2998541zbMATH OpenOpenAlexFDO

Authors Zhongqiang Zhang, Minseok Choi, George Em Karniadakis

Publication date 18 May 2011

Published in Lecture Notes in Computational Science and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-15337-2_32

zbMATH Keywords

numerical examplesDirac measureanalysis of variance (ANOVA)polynomial chaos expansionshigh dimensional approximationsoptimal anchor pointsstochastic advection equation

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Algorithms for approximation of functions (65D15)

Recommendations

• On ANOVA expansions and strategies for choosing the anchor point
• Estimating Mean Dimensionality of Analysis of Variance Decompositions
• Error estimates for the ANOVA method with polynomial chaos interpolation: Tensor product functions
• Sensitivity analysis using anchored ANOVA expansion and high-order moments computation
• Towards `\(h\)-\(p\) \textit{adaptive}' generalized ANOVA

Cites work

• Dimension-wise integration of high-dimensional functions with applications to finance
• Liberating the weights
• On the tractability of the Brownian bridge algorithm
• Sparse grids and related approximation schemes for higher dimensional problems
• Sparse high order FEM for elliptic sPDEs
• Spectral polynomial chaos solutions of the stochastic advection equation
• The effective dimension and quasi-Monte Carlo integration
• When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?

Cited in

(19)

• The numerical approximation of nonlinear functionals and functional differential equations
• ANOVA approximation with mixed tensor product basis on scattered points
• Towards `\(h\)-\(p\) \textit{adaptive}' generalized ANOVA
• An adaptive reduced basis ANOVA method for high-dimensional Bayesian inverse problems
• Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs
• Efficient reliability analysis with a CDA-based dimension-reduction model and polynomial chaos expansion
• Adaptive ANOVA decomposition of stochastic incompressible and compressible flows
• ANOVA-MOP: ANOVA decomposition for multiobjective optimization
• Application of adaptive ANOVA and reduced basis methods to the stochastic Stokes-Brinkman problem
• Grouped transformations and regularization in high-dimensional explainable ANOVA approximation
• Interpretable approximation of high-dimensional data
• Sensitivity analysis using anchored ANOVA expansion and high-order moments computation
• Anchored ANOVA Petrov-Galerkin projection schemes for parabolic stochastic partial differential equations
• On ANOVA expansions and strategies for choosing the anchor point
• Kriging-sparse polynomial dimensional decomposition surrogate model with adaptive refinement
• On ANOVA decompositions of kernels and Gaussian random field paths
• Multi-element probabilistic collocation method in high dimensions
• Robust Level-Set-Based Topology Optimization Under Uncertainties Using Anchored ANOVA Petrov–Galerkin Method
• A hybrid anchored-ANOVA - POD/Kriging method for uncertainty quantification in unsteady high-fidelity CFD simulations

Describes a project that uses

Uses Software

• TESTPACK

This page was built for publication: Anchor points matter in ANOVA decomposition

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2998541)