Quadratic Point Estimate Method for Uncertainty Quantification with Dependent Non-Gaussian Inputs

DOI10.48550/arXiv.2609.09053MaRDI QIDQ7345535zbMATH OpenarXivFDO

Authors Minhyeok Ko, Konstantinos G. Papakonstantinou

Publication date 8 September 2026

Published in arXiv

Tldr This paper extends the Quadratic Point Estimate Method for uncertainty quantification with dependent non-Gaussian inputs by enabling copula integration into the framework to model the joint input probability density function by estimating marginals and dependence structure.

Full work available at URL https://doi.org/10.48550/arXiv.2609.09053

arXiv classification

math.NAmath.PRmath.STstat.COstat.ME

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