A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions

DOI10.1137/21M1413146OpenAlexW3208080826MaRDI QIDQ5052907

Emmanuel Gobet, Clément Rey, Florian Bourgey

Publication date: 25 November 2022

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/21m1413146

zbMATH Keywords

orthogonal polynomialsmetamodelingpolynomial chaos expansion

Mathematics Subject Classification ID

Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45) Convergence and divergence of series and sequences of functions (40A30) Stochastic approximation (62L20) Approximation by polynomials (41A10)

Related Items (1)

A Posteriori Validation of Generalized Polynomial Chaos Expansions

Uses Software

• DLMF

Cites Work

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• Asymptotic for the cumulative distribution function of the degrees and homomorphism densities for random graphs sampled from a graphon
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