Stochastic polynomial chaos expansions to emulate stochastic simulators

v1v2v3 (latest)

Stochastic polynomial chaos expansions to emulate stochastic simulators

International Journal for Uncertainty Quantification (IJUQ), 2022

7 February 2022

ArXiv (abs)PDF HTML

Papers citing "Stochastic polynomial chaos expansions to emulate stochastic simulators"

8 / 8 papers shown

Title
Conformalized Polynomial Chaos Expansion for Uncertainty-aware Surrogate Modeling Dimitrios Loukrezis Dimitris G. Giovanis 88 0 0 25 Oct 2025
Reliability analysis for non-deterministic limit-states using stochastic emulators Anderson V. Pires M. Moustapha S. Marelli Bruno Sudret 185 1 0 18 Dec 2024
MD-NOMAD: Mixture density nonlinear manifold decoder for emulating stochastic differential equations and uncertainty propagation Akshay Thakur Souvik Chakraborty 237 1 0 24 Apr 2024
Reliability analysis for data-driven noisy models using active learning Anderson V. Pires M. Moustapha S. Marelli Bruno Sudret AI4CE 82 5 0 19 Jan 2024
Enhancing Polynomial Chaos Expansion Based Surrogate Modeling using a Novel Probabilistic Transfer Learning Strategy Wyatt Bridgman Uma Balakrishnan Reese E. Jones Jiefu Chen Xuqing Wu Cosmin Safta Yueqin Huang Mohammad Khalil 83 1 0 07 Dec 2023
Polynomial Chaos Surrogate Construction for Random Fields with Parametric Uncertainty Joy N. Mueller K. Sargsyan Craig J. Daniels H. Najm 201 6 0 01 Nov 2023
A spectral surrogate model for stochastic simulators computed from trajectory samplesComputer Methods in Applied Mechanics and Engineering (CMAME), 2022 Nora Lüthen S. Marelli Bruno Sudret 143 23 0 12 Jul 2022
Exploiting deterministic algorithms to perform global sensitivity analysis of continuous-time Markov chain compartmental models with application to epidemiologyComputational and Applied Mathematics (CAM), 2022 H. M. Kouye G. Mazo Clémentine Prieur E. Vergu 104 1 0 15 Feb 2022