Metamodelling with independent and dependent inputs

DOI10.1016/J.CPC.2013.02.005MaRDI QIDQ463030zbMATH OpenOpenAlexFDO

Authors N. Shah, M. Munoz Zuniga, S. Kucherenko

Publication date 23 October 2014

Published in Computer Physics Communications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cpc.2013.02.005

zbMATH Keywords

global sensitivity analysismetamodellingpolynomial chaos expansionquasi random sampling-high dimensional model representationrandom sampling-high dimensional model representation

Mathematics Subject Classification ID

Monte Carlo methods (65C05)

Recommendations

• Efficient input-output model representations
• General foundations of high-dimensional model representations
• Efficient implementation of high dimensional model representations
• High dimensional model representation constructed by support vector regression. I. Independent variables with known probability distributions
• General formulation of HDMR component functions with independent and correlated variables

Cites work

• Adaptive sparse polynomial chaos expansion based on least angle regression
• An introduction to copulas. Properties and applications
• Estimation of global sensitivity indices for models with dependent variables
• Gaussian processes for machine learning.
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• scientific article; zbMATH DE number 3854294 (Why is no real title available?)
• scientific article; zbMATH DE number 3178089 (Why is no real title available?)
• scientific article; zbMATH DE number 1999206 (Why is no real title available?)
• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• Making best use of model evaluations to compute sensitivity indices
• Matrix Algebra
• Numerical integration using sparse grids
• On the distribution of points in a cube and the approximate evaluation of integrals
• Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure
• Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
• Radial Basis Functions
• Sensitivity Analysis in Practice
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index

Cited in

(9)

• Modified GMDH-NN algorithm and its application for global sensitivity analysis
• Graphical predetermination of optimal machine designs by iso-performance configuration modeling
• Global sensitivity analysis: a Bayesian learning based polynomial chaos approach
• Bayesian sparse polynomial chaos expansion for global sensitivity analysis
• Efficient dependency models: simulating dependent random variables
• A new approach for multivariate data modelling in orthogonal geometry
• Brownian path generation and polynomial chaos
• Importance measure analysis with epistemic uncertainty and its moving least squares solution
• Reproducing kernel technique for high dimensional model representations (HDMR)

This page was built for publication: Metamodelling with independent and dependent inputs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q463030)