Cited in
(69)- 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
- Identification of discontinuous nonlinear systems via a multivariate Padé approach
- Numerical analysis of a second order ensemble algorithm for numerical approximation of stochastic Stokes-Darcy equations
- Uncertainty quantification for a 1D thermo-hyperelastic coupled problem using polynomial chaos projection and \(p\)-FEMs
- Cubature formulae for the Gaussian weight. Some old and new rules.
- 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.
- Gradient based design optimization under uncertainty via stochastic expansion methods
- Topology optimization under uncertainty via non-intrusive polynomial chaos expansion
- Scalable logistic regression with crossed random effects
- Quadrature algorithms for high dimensional singular integrands on simplices
- Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
- Tensors in computations
- Iterative Likelihood: A Unified Inference Tool
- 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
- Generating moment matching scenarios using optimization techniques
- Stress-based topology optimization under uncertainty via simulation-based Gaussian process
- Linear quantile mixed models
- Hybrid topology/shape optimization under uncertainty for actively-cooled nature-inspired microvascular composites
- A computationally efficient fixed point approach to dynamic structural demand estimation
- Generation of nested quadrature rules for generic weight functions via numerical optimization: application to sparse grids
- Likelihood approximation by numerical integration on sparse grids
- Robust PID design by chance-constrained optimization
- Sparse-grid quadrature nonlinear filtering
- Non-intrusive reduced order modelling of the Navier-Stokes equations
- A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients
- Discrete Choice Methods with Simulation
- Numerical integration in multiple dimensions with designed quadrature
- CompEcon
- numeralgo
- JBendge
- TESTPACK
- HRMSYM
- PATSYM
- Convergence Acceleration for Time-Dependent Parametric Multifidelity Models
- bernor
- trustOptim
- iBAG
- Efficient Likelihood Evaluation of State-Space Representations
- laplace
- Quadrature Methods for Bayesian Optimal Design of Experiments With Nonnormal Prior Distributions
- A stochastic collocation method based on sparse grids for a stochastic Stokes-Darcy model
- Smoothing the payoff for efficient computation of Basket option prices
- An efficient decomposition of the expectation of the maximum for the multivariate normal and related distributions
- Nonintrusive uncertainty analysis of fluid-structure interaction with spatially adaptive sparse grids and polynomial chaos expansion
- GEM: A novel evolutionary optimization method with improved neighborhood search
- On the quantification of aleatory and epistemic uncertainty using sliced-normal distributions
- Numerical quadrature for high-dimensional singular integrals over parallelotopes
- A third order hierarchical basis WENO interpolation for sparse grids with application to conservation laws with uncertain data
- The composite marginal likelihood (CML) inference approach with applications to discrete and mixed dependent variable models
- Parameter estimation for stochastic models of biochemical reactions.
- Sequential stratified splitting for efficient Monte Carlo integration
- Multilevel Designed Quadrature for Partial Differential Equations with Random Inputs
- Improving the performance of random coefficients demand models: the role of optimal instruments
- Performance of cubature formulae in probabilistic model analysis and optimization
- Stable and efficient cubature rules by metaheuristic optimization with application to Kalman filtering
- Variational theory and computations in stochastic plasticity
- A generalized polynomial chaos based ensemble Kalman filter with high accuracy
- A simple nonparametric approach to estimating the distribution of random coefficients in structural models
- 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
- Efficient deterministic numerical simulation of stochastic asset-liability management models in life insurance
- Scenario generation for stochastic optimization problems via the sparse grid method
- Sparse grid quadrature in high dimensions with applications in finance and insurance
- M-PCM-OFFD: an effective output statistics estimation method for systems of high dimensional uncertainties subject to low-order parameter interactions
- On expansions and nodes for sparse grid collocation of lognormal elliptic PDEs
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