Improved statistical models for limited datasets in uncertainty quantification using stochastic collocation
From MaRDI portal
Publication:348261
DOI10.1016/j.jcp.2013.08.024zbMath1349.65044OpenAlexW2062797293MaRDI QIDQ348261
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jcp.2013.08.024
density estimationuncertainty quantificationmoment matchingstochastic collocationmicroelectromechanical systems (MEMS)reproducing kernel Hilbert space (RKHS)
Related Items
A Moment-Matching Method to Study the Variability of Phenomena Described by Partial Differential Equations, From Data to Uncertainty: An Efficient Integrated Data-Driven Sparse Grid Approach to Propagate Uncertainty
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Uncertainty quantification of MEMS using a data-dependent adaptive stochastic collocation method
- A domain adaptive stochastic collocation approach for analysis of MEMS under uncertainties
- An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
- Exponent parameter estimation for generalized Gaussian probability density functions with application to speech modeling
- On bandwidth variation in kernel estimates. A square root law
- Modeling uncertainty in flow simulations via generalized polynomial chaos.
- High dimensional polynomial interpolation on sparse grids
- Sparse grid collocation schemes for stochastic natural convection problems
- An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
- Smolyak's algorithm for weighted \(L_1\)-approximation of multivariate functions with bounded \(r\)th mixed derivatives over \(\mathbb R^d\)
- Green’s Functions: Taking Another Look at Kernel Approximation, Radial Basis Functions, and Splines
- A data-driven stochastic collocation approach for uncertainty quantification in MEMS
- Biased and Unbiased Cross-Validation in Density Estimation
- On the Choice of Smoothing Parameters for Parzen Estimators of Probability Density Functions
- Learning Theory
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- A Limited Memory Algorithm for Bound Constrained Optimization
- Unifying Divergence Minimization and Statistical Inference Via Convex Duality
- High-Order Collocation Methods for Differential Equations with Random Inputs
- On Estimation of a Probability Density Function and Mode