Asymptotic Sampling Distribution for Polynomial Chaos Representation from Data: A Maximum Entropy and Fisher Information Approach
From MaRDI portal
Publication:3398245
DOI10.1137/060652105zbMath1181.62004OpenAlexW2001136571MaRDI QIDQ3398245
James C. Spall, Roger G. Ghanem, Sonjoy Das
Publication date: 28 September 2009
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/060652105
Markov chain Monte Carlononlinear optimizationFisher information matrixpolynomial chaos expansionKarhunen-Loéve expansionmaximum-entropy principleRosenblatt transformationdensity function estimationnon-Gaussian and nonstationary/nonhomogeneous random processes
Density estimation (62G07) Estimation in multivariate analysis (62H12) General second-order stochastic processes (60G12) Statistical aspects of information-theoretic topics (62B10)
Related Items
A data-driven stochastic collocation approach for uncertainty quantification in MEMS, Non-Gaussian positive-definite matrix-valued random fields with constrained eigenvalues: Application to random elasticity tensors with uncertain material symmetries, Parametrization of Random Vectors in Polynomial Chaos Expansions via Optimal Transportation, A probabilistic graphical model based stochastic input model construction, Stochastic modeling and identification of an uncertain computational dynamical model with random fields properties and model uncertainties, Polynomial chaos representation of databases on manifolds, Reduced Wiener chaos representation of random fields via basis adaptation and projection, A functional global sensitivity measure and efficient reliability sensitivity analysis with respect to statistical parameters, Stochastic analysis of structures under limited observations using kernel density estimation and arbitrary polynomial chaos expansion, Stochastic modeling and statistical calibration with model error and scarce data, Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems, Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate, PC Translation Models for Random Vectors and Multivariate Extremes, Reduced chaos decomposition with random coefficients of vector-valued random variables and random fields, Convergence acceleration of polynomial chaos solutions via sequence transformation, Kernel principal component analysis for stochastic input model generation, Compressed Principal Component Analysis of Non-Gaussian Vectors, Identification of high-dimension polynomial chaos expansions with random coefficients for non-Gaussian tensor-valued random fields using partial and limited experimental data, A computational inverse method for identification of non-Gaussian random fields using the Bayesian approach in very high dimension, An invariant subspace‐based approach to the random eigenvalue problem of systems with clustered spectrum, An extended polynomial chaos expansion for PDF characterization and variation with aleatory and epistemic uncertainties, Weighted Smolyak algorithm for solution of stochastic differential equations on non-uniform probability measures, Efficient Monte Carlo computation of Fisher information matrix using prior information, Identification of Bayesian posteriors for coefficients of chaos expansions, Reduced model of macro-scale stochastic plasticity identification by Bayesian inference: application to quasi-brittle failure of concrete, Probabilistic equivalence and stochastic model reduction in multiscale analysis, Random field representations for stochastic elliptic boundary value problems and statistical inverse problems, Elements of a function analytic approach to probability, Polynomial chaos representation of spatio-temporal random fields from experimental measurements, Stochastic collocation method for stochastic optimal boundary control of the Navier-Stokes equations, Optimal Partition in Terms of Independent Random Vectors of Any Non-Gaussian Vector Defined by a Set of Realizations
