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swMATH13980MaRDI QIDQ25889FDOQ25889

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Cited In (59)

• Cubature formulae for the Gaussian weight. Some old and new rules.
• Finite volume simulation framework for die casting with uncertainty quantification
• Uncertainty quantification guided robust design for nanoparticles' morphology
• Shape optimization under uncertainty for rotor blades of horizontal axis wind turbines
• Numerical analysis of a second order ensemble algorithm for numerical approximation of stochastic Stokes-Darcy equations
• Robust PID design by chance-constrained optimization
• A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model
• Generating moment matching scenarios using optimization techniques
• Gradient based design optimization under uncertainty via stochastic expansion methods
• Topology optimization under uncertainty via non-intrusive polynomial chaos expansion
• M-PCM-OFFD: an effective output statistics estimation method for systems of high dimensional uncertainties subject to low-order parameter interactions
• Stable and efficient cubature rules by metaheuristic optimization with application to Kalman filtering
• Uncertainty quantification for a 1D thermo-hyperelastic coupled problem using polynomial chaos projection and \(p\)-FEMs
• Tensors in computations
• Non-intrusive reduced order modelling of the Navier-Stokes equations
• A third order hierarchical basis WENO interpolation for sparse grids with application to conservation laws with uncertain data
• Discrete Choice Methods with Simulation
• Numerical Integration in Multiple Dimensions with Designed Quadrature
• Hybrid topology/shape optimization under uncertainty for actively-cooled nature-inspired microvascular composites
• A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients
• On the quantification of aleatory and epistemic uncertainty using sliced-normal distributions
• An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
• Numerical quadrature for high-dimensional singular integrals over parallelotopes
• Multilevel Designed Quadrature for Partial Differential Equations with Random Inputs
• Sparse grid quadrature in high dimensions with applications in finance and insurance
• Nonintrusive Uncertainty Analysis of Fluid-Structure Interaction with Spatially Adaptive Sparse Grids and Polynomial Chaos Expansion
• Identification of discontinuous nonlinear systems via a multivariate Padé approach
• Quadrature Methods for Bayesian Optimal Design of Experiments With Nonnormal Prior Distributions
• GEM: A novel evolutionary optimization method with improved neighborhood search
• Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
• Linear quantile mixed models
• Variational theory and computations in stochastic plasticity
• A simple nonparametric approach to estimating the distribution of random coefficients in structural models
• A computationally efficient fixed point approach to dynamic structural demand estimation
• Scenario generation for stochastic optimization problems via the sparse grid method
• Stress-based topology optimization under uncertainty via simulation-based Gaussian process
• Performance of cubature formulae in probabilistic model analysis and optimization
• Guaranteed cost spacecraft attitude stabilization under actuator misalignments using linear partial differential equations
• A comparison of approaches for the construction of reduced basis for stochastic Galerkin matrix equations.
• Quadrature algorithms for high dimensional singular integrands on simplices
• Sequential stratified splitting for efficient Monte Carlo integration
• Iterative Likelihood: A Unified Inference Tool
• Generation of nested quadrature rules for generic weight functions via numerical optimization: application to sparse grids
• Sparse-grid quadrature nonlinear filtering
• Smoothing the payoff for efficient computation of Basket option prices
• Improving the performance of random coefficients demand models: the role of optimal instruments
• A generalized polynomial chaos based ensemble Kalman filter with high accuracy
• Likelihood approximation by numerical integration on sparse grids
• Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance
• Scalable logistic regression with crossed random effects
• Convergence Acceleration for Time-Dependent Parametric Multifidelity Models
• The composite marginal likelihood (CML) inference approach with applications to discrete and mixed dependent variable models
• Efficient Likelihood Evaluation of State-Space Representations
• Parameter estimation for stochastic models of biochemical reactions.
• On expansions and nodes for sparse grid collocation of lognormal elliptic PDEs
• Using penalized likelihood to select parameters in a random coefficients multinomial logit model
• Solving, Estimating, and Selecting Nonlinear Dynamic Models Without the Curse of Dimensionality
• Simulated maximum likelihood estimation in joint models for multiple longitudinal markers and recurrent events of multiple types, in the presence of a terminal event
• Practical considerations when using sparse grids with Bayesian inference for parameter estimation

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