Anchor points matter in ANOVA decomposition
DOI10.1007/978-3-642-15337-2_32zbMATH Open1217.65039OpenAlexW12981690MaRDI QIDQ2998541FDOQ2998541
Minseok Choi, George Em Karniadakis, Zhongqiang Zhang
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
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
numerical examplesDirac measureanalysis of variance (ANOVA)polynomial chaos expansionshigh dimensional approximationsoptimal anchor pointsstochastic advection equation
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)
Cites Work
- When are quasi-Monte Carlo algorithms efficient for high dimensional integrals?
- Title not available (Why is that?)
- The effective dimension and quasi-Monte Carlo integration
- Sparse high order FEM for elliptic sPDEs
- Liberating the weights
- Spectral polynomial chaos solutions of the stochastic advection equation
- Dimension-wise integration of high-dimensional functions with applications to finance
- On the tractability of the Brownian bridge algorithm
Cited In (13)
- The numerical approximation of nonlinear functionals and functional differential equations
- 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
- Application of adaptive ANOVA and reduced basis methods to the stochastic Stokes-Brinkman problem
- 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
- 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
Uses Software
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)
