HRMSYM

swMATH14017MaRDI QIDQ25926FDOQ25926

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Described by source

• Fully symmetric interpolatory rules for multiple integrals over infinite regions with Gaussian weight

Cited In (57)

• The Algebraic Method in Quadrature for Uncertainty Quantification
• On an interpolatory method for high dimensional integration
• Simple cubature formulas with high polynomial exactness
• Sparse grids and applications -- Stuttgart 2014. Collected contributions of the 3rd workshop, SGA 2014, Stuttgart, Germany, September 1--5, 2014
• Title not available (Why is that?)
• 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
• 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
• Adaptive Leja Sparse Grid Constructions for Stochastic Collocation and High-Dimensional Approximation
• Stochastic projection schemes for deterministic linear elliptic partial differential equations on random domains
• Constrained probabilistic collocation method for uncertainty quantification of geophysical models
• A multilevel sparse kernel-based stochastic collocation finite element method for elliptic problems with random coefficients
• Exact calculations for the repeated many-one test.
• Active Subspaces
• Monomial cubature rules since ``Stroud: A compilation. II
• Stochastic Collocation Methods for Nonlinear Parabolic Equations with Random Coefficients
• Convergence of Sparse Collocation for Functions of Countably Many Gaussian Random Variables (with Application to Elliptic PDEs)
• Efficient VAR discretization
• Stable high-order randomized cubature formulae in arbitrary dimension
• Numerical solution of the Stratonovich- and Ito-Euler equations: application to the stochastic piston problem
• A geometrical interpretation of the addition of nodes to an interpolatory quadrature rule while preserving positive weights
• Sparse quadrature for high-dimensional integration with Gaussian measure
• Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
• A two-stage adaptive stochastic collocation method on nested sparse grids for multiphase flow in randomly heterogeneous porous media
• 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
• Multi-index stochastic collocation for random PDEs
• A Quasi-optimal Sparse Grids Procedure for Groundwater Flows
• Cubature formulas for symmetric measures in higher dimensions with few points
• Quadrature Methods for Bayesian Optimal Design of Experiments With Nonnormal Prior Distributions
• Constructing Surrogate Models of Complex Systems with Enhanced Sparsity: Quantifying the Influence of Conformational Uncertainty in Biomolecular Solvation
• Advances and applications of chance-constrained approaches to systems optimisation under uncertainty
• Linear quantile mixed models
• Wiener Chaos Versus Stochastic Collocation Methods for Linear Advection-Diffusion-Reaction Equations with Multiplicative White Noise
• 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
• A New Derivation of the Cubature Kalman Filters
• 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
• Symmetry exploits for Bayesian cubature methods
• Algorithms for the construction of high-order Kronrod rule extensions with application to sparse-grid integration
• Efficient estimation of general dynamic models with a continuum of moment conditions
• Fully Symmetric Kernel Quadrature
• Generation of nested quadrature rules for generic weight functions via numerical optimization: application to sparse grids
• Smoothing the payoff for efficient computation of Basket option prices
• Likelihood approximation by numerical integration on sparse grids
• Computing Bayes Factors by Combining Simulation and Asymptotic Approximations
• Non-stationary transport phenomena in networks of fractures: effective simulations and stochastic analysis
• Gauss von Mises Distribution for Improved Uncertainty Realism in Space Situational Awareness
• Dimension-wise integration of high-dimensional functions with applications to finance
• An Adaptive Sparse Grid Algorithm for Elliptic PDEs with Lognormal Diffusion Coefficient
• On expansions and nodes for sparse grid collocation of lognormal elliptic PDEs
• Practical identifiability of HIV dynamics models

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