Performance of cubature formulae in probabilistic model analysis and optimization

DOI10.1016/J.CAM.2014.11.053MaRDI QIDQ484853zbMATH OpenOpenAlexFDO

Authors Fernando P. Bernardo

Publication date 8 January 2015

Published in Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.cam.2014.11.053

zbMATH Keywords

multidimensional integrationuncertainty analysiscubature formulae

Mathematics Subject Classification ID

Numerical integration (65D30) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35)

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Cites work

• scientific article; zbMATH DE number 53679 (Why is no real title available?)
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• A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems
• An Efficient Sampling Technique for Off-Line Quality Control
• Asymmetric Cubature Formulae with Few Points in High Dimension for Symmetric Measures
• Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
• Likelihood approximation by numerical integration on sparse grids
• Monomial cubature rules since ``Stroud: A compilation
• Numerical Cubature Using Error-Correcting Codes
• Orthogonal arrays. Theory and applications
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index

Cited in

(2)

• scientific article; zbMATH DE number 7660130 (Why is no real title available?)
• Gaussian cubature: a practitioner's guide

Describes a project that uses

Uses Software

• MinT
• TESTPACK
• nwSpGr

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