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

DOI10.1016/J.CRME.2010.09.003MaRDI QIDQ554165zbMATH OpenOpenAlexFDO

Authors 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)

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Cited in

(8)

• Surrogate Models for Oscillatory Systems Using Sparse Polynomial Chaos Expansions and Stochastic Time Warping
• A general frame for uncertainty propagation under multimodally distributed random variables
• Identification of polynomial chaos representations in high dimension from a set of realizations
• 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
• Polynomial chaos expansion of a multimodal random vector
• An adaptive importance sampling algorithm for Bayesian inversion with multimodal distributions
• Uncertainty quantification in computational stochastic multiscale analysis of nonlinear elastic materials

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