Versatile sequential sampling algorithm using kernel density estimation

DOI10.1016/J.EJOR.2019.11.070MaRDI QIDQ2301957zbMATH OpenOpenAlexWikidataFDO

Authors Pamphile T. Roy, L. Jofre, J.-C. Jouhaud, B. Cuenot

Publication date 25 February 2020

Published in European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.ejor.2019.11.070

zbMATH Keywords

optimal designdesign of experimentsuncertainty quantificationstochastic processesdiscrepancy

Mathematics Subject Classification ID

Density estimation (62G07) Monte Carlo methods (65C05) Factorial statistical designs (62K15) Design of statistical experiments (62K99) Stochastic analysis applied to problems in fluid mechanics (76M35)

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Cites work

• scientific article; zbMATH DE number 2231192 (Why is no real title available?)
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• A scalable geometric multigrid solver for nonsymmetric elliptic systems with application to variable-density flows
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• Maximum projection designs for computer experiments
• Measures of uniformity in experimental designs: a selective overview
• Minimax and maximin space-filling designs: some properties and methods for construction
• Monte Carlo sampling methods using Markov chains and their applications
• On the distribution of points in a cube and the approximate evaluation of integrals
• Optimization methods: from theory to design. Scientific and technological aspects in mechanics
• Scrambling Sobol' and Niederreiter-Xing points
• The no-U-turn sampler: adaptively setting path lengths in Hamiltonian Monte Carlo
• Uncertainty Quantification and Polynomial Chaos Techniques in Computational Fluid Dynamics
• Uncertainty quantification in aeroelasticity
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index

Cited in

(2)

• Sequential sampling for contour estimation with concurrent function evaluations
• A critical appraisal of design of experiments for uncertainty quantification

Describes a project that uses

Uses Software

• OpenTURNS

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