Uncertainty quantification under dependent random variables by a generalized polynomial dimensional decomposition
From MaRDI portal
Recommendations
- Dimensionwise multivariate orthogonal polynomials in general probability spaces
- Practical uncertainty quantification analysis involving statistically dependent random variables
- Mathematical properties of polynomial dimensional decomposition
- A generalized ANOVA dimensional decomposition for dependent probability measures
- A polynomial chaos expansion in dependent random variables
Cites work
- A Class of Statistics with Asymptotically Normal Distribution
- A generalized ANOVA dimensional decomposition for dependent probability measures
- A generalized dimension‐reduction method for multidimensional integration in stochastic mechanics
- A polynomial dimensional decomposition for stochastic computing
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Adaptive surrogate modeling by ANOVA and sparse polynomial dimensional decomposition for global sensitivity analysis in fluid simulation
- Adaptive-sparse polynomial dimensional decomposition methods for high-dimensional stochastic computing
- Approximation errors in truncated dimensional decompositions
- Dimension-wise integration of high-dimensional functions with applications to finance
- General foundations of high-dimensional model representations
- scientific article; zbMATH DE number 53679 (Why is no real title available?)
- scientific article; zbMATH DE number 1425054 (Why is no real title available?)
- scientific article; zbMATH DE number 3321507 (Why is no real title available?)
- scientific article; zbMATH DE number 961607 (Why is no real title available?)
- scientific article; zbMATH DE number 3083637 (Why is no real title available?)
- Lanczos Algorithms for Large Symmetric Eigenvalue Computations
- Mathematical properties of polynomial dimensional decomposition
- Numerical integration using sparse grids
- Orthogonal polynomial expansions for solving random eigenvalue problems
- Orthogonal polynomials in two variables
- Orthogonal polynomials of several variables
- Sparse grid collocation schemes for stochastic natural convection problems
- The d-variate vector Hermite polynomial of order k
- The orthogonal development of non-linear functionals in series of Fourier-Hermite functionals
- Wiener-Hermite polynomial expansion for multivariate Gaussian probability measures
Cited in
(12)- Practical uncertainty quantification analysis involving statistically dependent random variables
- Dimensionwise multivariate orthogonal polynomials in general probability spaces
- Uncertainty quantification for functional dependent random variables
- A novel algorithm for the stochastic analysis of electric field problems considering material and spatial uncertainties
- A generalized ANOVA dimensional decomposition for dependent probability measures
- Uncertainty quantification of high-dimensional complex systems by multiplicative polynomial dimensional decompositions
- Mathematical properties of polynomial dimensional decomposition
- Multivariate polynomial chaos expansions with dependent variables
- Uncertainty Quantification by Alternative Decompositions of Multivariate Functions
- Uncertainty quantification by optimal spline dimensional decomposition
- Dimensional decomposition-aided metamodels for uncertainty quantification and optimization in engineering: a review
- Generalized polynomial chaos expansion by reanalysis using static condensation based on substructuring
This page was built for publication: Uncertainty quantification under dependent random variables by a generalized polynomial dimensional decomposition
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1986743)
