Cited in
(69)- Practical identifiability of HIV dynamics models
- On an interpolatory method for high dimensional integration
- Nonintrusive uncertainty analysis of fluid-structure interaction with spatially adaptive sparse grids and polynomial chaos expansion
- A new derivation of the cubature Kalman filters
- Simple cubature formulas with high polynomial exactness
- 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
- scientific article; zbMATH DE number 1284029 (Why is no real title available?)
- Active subspaces. Emerging ideas for dimension reduction in parameter studies
- Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing
- Effects of base flow uncertainty on Couette flow stability
- Stable and efficient cubature rules by metaheuristic optimization with application to Kalman filtering
- Maximum Likelihood Estimation in Dynamical Models of HIV
- Constructing surrogate models of complex systems with enhanced sparsity: quantifying the influence of conformational uncertainty in biomolecular solvation
- Stochastic projection schemes for deterministic linear elliptic partial differential equations on random domains
- Constrained probabilistic collocation method for uncertainty quantification of geophysical models
- Wiener chaos versus stochastic collocation methods for linear advection-diffusion-reaction equations with multiplicative white noise
- Exact calculations for the repeated many-one test.
- A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients
- Monomial cubature rules since ``Stroud: A compilation. II
- Efficient VAR discretization
- Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)
- Stable high-order randomized cubature formulae in arbitrary dimension
- Numerical solution of the Stratonovich- and Ito-Euler equations: application to the stochastic piston problem
- Spinterp
- TESTPACK
- Smolpack
- Sparse Grid Interpolation
- nwSpGr
- PATSYM
- RANRTH
- FWTPTS
- Active subspaces
- Kronrod Extensions
- Tasmanian
- laplace
- Sparse grid quadrature in high dimensions with applications in finance and insurance
- A geometrical interpretation of the addition of nodes to an interpolatory quadrature rule while preserving positive weights
- A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media
- Multi-index stochastic collocation for random PDEs
- Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
- Sparse quadrature for high-dimensional integration with Gaussian measure
- Cubature formulas for symmetric measures in higher dimensions with few points
- Quadrature Methods for Bayesian Optimal Design of Experiments With Nonnormal Prior Distributions
- Linear quantile mixed models
- Adaptive Leja sparse grid constructions for stochastic collocation and high-dimensional approximation
- Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
- Efficient cubature rules
- Estimating the Wishart affine stochastic correlation model using the empirical characteristic function
- Scenario generation for stochastic optimization problems via the sparse grid method
- Uncertainty quantification in discrete fracture network models: stochastic fracture transmissivity
- Probability density evolution analysis of engineering structures via cubature points
- Multi-element stochastic spectral projection for high quantile estimation
- Efficient estimation of general dynamic models with a continuum of moment conditions
- Algorithms for the construction of high-order Kronrod rule extensions with application to sparse-grid integration
- Symmetry exploits for Bayesian cubature methods
- Generation of nested quadrature rules for generic weight functions via numerical optimization: application to sparse grids
- Stochastic collocation methods for nonlinear parabolic equations with random coefficients
- Fully Symmetric Kernel Quadrature
- An adaptive sparse grid algorithm for elliptic PDEs with lognormal diffusion coefficient
- UncertainSCI
- A quasi-optimal sparse grids procedure for groundwater flows
- Likelihood approximation by numerical integration on sparse grids
- Smoothing the payoff for efficient computation of Basket option prices
- Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
- Non-stationary transport phenomena in networks of fractures: effective simulations and stochastic analysis
- Dimension-wise integration of high-dimensional functions with applications to finance
- The algebraic method in quadrature for uncertainty quantification
- Gauss von Mises Distribution for Improved Uncertainty Realism in Space Situational Awareness
- On expansions and nodes for sparse grid collocation of lognormal elliptic PDEs
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