Comparison of Surrogate-Based Uncertainty Quantification Methods for Computationally Expensive Simulators
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Publication:5269870
DOI10.1137/15M1046812MaRDI QIDQ5269870FDOQ5269870
Author name not available (Why is that?)
Publication date: 28 June 2017
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.00926
Gaussian processes (60G15) Probabilistic models, generic numerical methods in probability and statistics (65C20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)
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Cited In (14)
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- On the merits of sparse surrogates for global sensitivity analysis of multi-scale nonlinear problems: application to turbulence and fire-spotting model in wildland fire simulators
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- Image inversion and uncertainty quantification for constitutive laws of pattern formation
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