Maximum likelihood estimation of stochastic chaos representations from experimental data

DOI10.1002/NME.1576zbMATH Open1110.74826OpenAlexW2170880683MaRDI QIDQ3440486FDOQ3440486

C. Soize, R. G. Ghanem, C. Desceliers

Publication date: 22 May 2007

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

Full work available at URL: https://hal-upec-upem.archives-ouvertes.fr/hal-00686154/file/publi-2006-IJNME-66_6_978-1001-desceliers-ghanem-soize-preprint.pdf

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zbMATH Keywords

stochastic systemsstochastic estimationstochastic inverse analysisestimation of chaos coefficients

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Chaotic behavior of solutions to dynamical problems in solid mechanics (74H65)

Cites Work

• Approximation Theorems of Mathematical Statistics
• Random heterogeneous materials. Microstructure and macroscopic properties
• Title not available (Why is that?)

Cited In (53)

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• Identification of random shapes from images through polynomial chaos expansion of random level set functions
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• A stochastic multiscale framework for modeling flow through random heterogeneous porous media
• A generalized spectral decomposition technique to solve a class of linear stochastic partial differential equations
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• Theoretical framework and experimental procedure for modelling mesoscopic volume fraction stochastic fluctuations in fiber reinforced composites
• Sparse grid collocation schemes for stochastic natural convection problems
• Reduced Wiener chaos representation of random fields via basis adaptation and projection
• Modeling multiscale diffusion processes in random heterogeneous media
• Compressed Principal Component Analysis of Non-Gaussian Vectors
• Stochastic collocation method for stochastic optimal boundary control of the Navier-Stokes equations
• Rising Above Chaotic Likelihoods
• Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate
• Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems

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