Numerical integration in statistical decision-theoretic methods for robust design optimization

DOI10.1007/s00158-007-0189-0zbMath1273.74411OpenAlexW2132323290MaRDI QIDQ373980

S. C. Kugele, Michael W. Trosset, Layne T. Watson

Publication date: 25 October 2013

Published in: Structural and Multidisciplinary Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00158-007-0189-0

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Optimization problems in solid mechanics (74P99) General considerations in statistical decision theory (62C05)

Related Items (2)

Robust design with arbitrary distributions using Gauss-type quadrature formula ⋮ Integral estimation with the ordinary Kriging method using the Gaussian semivariogram function

Uses Software

• QUADPACK
• UNCMND
• pchip
• TOMS659

Cites Work

• Approximating the permanent via importance sampling with application to the dimer covering problem
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Accurate Approximations for Posterior Moments and Marginal Densities
• Algorithm 659
• Approximate methods for assessing influence and sensitivity in Bayesian analysis
• Laplace expansion for posterior densities of nonlinear functions of parameters
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Numerical integration in statistical decision-theoretic methods for robust design optimization