Identification of multi-modal random variables through mixtures of polynomial chaos expansions

DOI10.1016/J.CRME.2010.09.003zbMATH Open1221.62162OpenAlexW2137214812MaRDI QIDQ554165FDOQ554165

A. Nouy

Publication date: 29 July 2011

Published in: Comptes Rendus. Mécanique. Académie des Sciences, Paris (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.crme.2010.09.003

zbMATH Keywords

identificationuncertainty quantificationfinite mixture modelpolynomial chaosmulti-modal densityspectral stochastic methods

Mathematics Subject Classification ID

Applications of statistics (62P99) Applications of statistics to physics (62P35)

Cited In (5)

• SeAr PC: sensitivity enhanced arbitrary polynomial chaos
• Identification of high-dimension polynomial chaos expansions with random coefficients for non-Gaussian tensor-valued random fields using partial and limited experimental data
• An adaptive importance sampling algorithm for Bayesian inversion with multimodal distributions
• Uncertainty quantification in computational stochastic multiscale analysis of nonlinear elastic materials
• Surrogate Models for Oscillatory Systems Using Sparse Polynomial Chaos Expansions and Stochastic Time Warping

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