Cited in
(75)- Explicit Families of Functions on the Sphere with Exactly Known Sobolev Space Smoothness
- Joint model for left-censored longitudinal data, recurrent events and terminal event: predictive abilities of tumor burden for cancer evolution with application to the FFCD 2000--05 trial
- Efficient cubature rules
- A geometrical interpretation of the addition of nodes to an interpolatory quadrature rule while preserving positive weights
- The algebraic method in quadrature for uncertainty quantification
- Design of high-degree Student's \(t\)-based cubature filters
- Multi-index stochastic collocation for random PDEs
- A new permutation test statistic for complete block designs
- Uncertainty quantification in discrete fracture network models: stochastic fracture transmissivity
- Multidimensional quadrature algorithms at higher degree and/or dimension
- On an interpolatory method for high dimensional integration
- Simple cubature formulas with high polynomial exactness
- Uncertainty quantification for a 1D thermo-hyperelastic coupled problem using polynomial chaos projection and \(p\)-FEMs
- Monomial cubature rules since ``Stroud: A compilation. II
- Efficient VAR discretization
- Fully Symmetric Kernel Quadrature
- Fully symmetric interpolatory rules for multiple integrals over hyper-spherical surfaces
- Cubature formulas for symmetric measures in higher dimensions with few points
- Non-stationary transport phenomena in networks of fractures: effective simulations and stochastic analysis
- Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing
- Multi-element stochastic spectral projection for high quantile estimation
- Constructing surrogate models of complex systems with enhanced sparsity: quantifying the influence of conformational uncertainty in biomolecular solvation
- Linear quantile mixed models
- Generation of nested quadrature rules for generic weight functions via numerical optimization: application to sparse grids
- Likelihood approximation by numerical integration on sparse grids
- Symmetry exploits for Bayesian cubature methods
- Avoiding the Sign Problem in Lattice Field Theory
- Maximum Likelihood Estimation in Dynamical Models of HIV
- A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients
- Exact calculations for the repeated many-one test.
- Spinterp
- TESTPACK
- Smolpack
- HRMSYM
- Sparse Grid Interpolation
- nwSpGr
- RANRTH
- Algorithms for the construction of high-order Kronrod rule extensions with application to sparse-grid integration
- Stable high-order randomized cubature formulae in arbitrary dimension
- AS 106
- FWTPTS
- Kronrod Extensions
- Sparse quadrature for high-dimensional integration with Gaussian measure
- Smolyak cubature of given polynomial degree with few nodes for increasing dimension
- Square-root high-degree cubature Kalman filters for state estimation in nonlinear continuous-discrete stochastic systems
- Tasmanian
- laplace
- Quadrature Methods for Bayesian Optimal Design of Experiments With Nonnormal Prior Distributions
- Constrained probabilistic collocation method for uncertainty quantification of geophysical models
- Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
- Smoothing the payoff for efficient computation of Basket option prices
- An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient
- scientific article; zbMATH DE number 4213312 (Why is no real title available?)
- Nonintrusive uncertainty analysis of fluid-structure interaction with spatially adaptive sparse grids and polynomial chaos expansion
- Practical identifiability of HIV dynamics models
- Nonparametric tests for multi-parameter \(M\)-estimators
- When are integration and discrepancy tractable?
- Efficient estimation of general dynamic models with a continuum of moment conditions
- UncertainSCI
- Stochastic projection schemes for deterministic linear elliptic partial differential equations on random domains
- A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media
- Numerical solution of the Stratonovich- and Ito-Euler equations: application to the stochastic piston problem
- Probability density evolution analysis of engineering structures via cubature points
- Dimension-wise integration of high-dimensional functions with applications to finance
- Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight
- Stable and efficient cubature rules by metaheuristic optimization with application to Kalman filtering
- Approximation of multiple integrals over hyperboloids with application to a quadratic portfolio with options
- Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)
- Saddlepoint approximations for likelihood ratio like statistics with applications to permutation tests
- Stochastic collocation methods for nonlinear parabolic equations with random coefficients
- A new derivation of the cubature Kalman filters
- Estimating the Wishart affine stochastic correlation model using the empirical characteristic function
- Scenario generation for stochastic optimization problems via the sparse grid method
- Sparse grid quadrature in high dimensions with applications in finance and insurance
- On expansions and nodes for sparse grid collocation of lognormal elliptic PDEs
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