Pages that link to "Item:Q5812590"
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The following pages link to Remarks on a Multivariate Transformation (Q5812590):
Displaying 50 items.
- Asymptotic confidence regions for density ridges (Q2040044) (← links)
- Stochastic collocation with hierarchical extended B-splines on sparse grids (Q2050362) (← links)
- A copula-based uncertainty propagation method for structures with correlated parametric p-boxes (Q2060765) (← links)
- Active-subspace analysis of exceedance probability for shallow-water waves (Q2060951) (← links)
- Global statistical inference for the difference between two regression mean curves with covariates possibly partially missing (Q2062402) (← links)
- Constrained minimum energy designs (Q2066732) (← links)
- Training image free high-order stochastic simulation based on aggregated kernel statistics (Q2066809) (← links)
- Informative goodness-of-fit for multivariate distributions (Q2074302) (← links)
- Inventory -- forecasting: mind the gap (Q2077906) (← links)
- EMCS-SVR: hybrid efficient and accurate enhanced simulation approach coupled with adaptive SVR for structural reliability analysis (Q2083130) (← links)
- On the maximal deviation of kernel regression estimators with NMAR response variables (Q2093143) (← links)
- Reliability analysis of discrete-state performance functions via adaptive sequential sampling with detection of failure surfaces (Q2096838) (← links)
- Deep composition of tensor-trains using squared inverse Rosenblatt transports (Q2098237) (← links)
- Prediction scoring of data-driven discoveries for reproducible research (Q2104015) (← links)
- A multi-element non-intrusive polynomial chaos method using agglomerative clustering based on the derivatives to study irregular and discontinuous quantities of interest (Q2106992) (← links)
- Representative points for distribution recovering (Q2112258) (← links)
- Bayesian model inversion using stochastic spectral embedding (Q2131057) (← links)
- Bayesian inversion using adaptive polynomial chaos kriging within subset simulation (Q2133745) (← links)
- Model-free bootstrap for a general class of stationary time series (Q2136992) (← links)
- Spectral equivalence of Gaussian random functions: operator approach (Q2137026) (← links)
- On a multivariate copula-based dependence measure and its estimation (Q2137794) (← links)
- Bayesian updating of failure probability curves with multiple performance functions of nonlinear structural dynamic systems (Q2138746) (← links)
- Stochastic representation of FGM copulas using multivariate Bernoulli random variables (Q2143027) (← links)
- Using space filling curves to compare two multivariate distributions with distribution-free tests (Q2161060) (← links)
- Uncertainty quantification for random Hamiltonian systems by using polynomial expansions and geometric integrators (Q2162248) (← links)
- Gegenbauer reconstruction method with edge detection for multi-dimensional uncertainty propagation (Q2168319) (← links)
- Avoiding zero probability events when computing value at risk contributions (Q2172041) (← links)
- Polynomial chaos expansions for dependent random variables (Q2173605) (← links)
- Queues with simultaneous arrival of customers and the dependence structure of the waiting times (Q2176356) (← links)
- Calibration for weak variance-alpha-gamma processes (Q2176361) (← links)
- Surrogate modeling of high-dimensional problems via data-driven polynomial chaos expansions and sparse partial least square (Q2180429) (← links)
- Practical uncertainty quantification analysis involving statistically dependent random variables (Q2183055) (← links)
- Rare event simulation for large-scale structures with local nonlinearities (Q2184453) (← links)
- On the quantification and efficient propagation of imprecise probabilities with copula dependence (Q2191243) (← links)
- Impact probability computation of near-Earth objects using Monte Carlo line sampling and subset simulation (Q2210858) (← links)
- Testing multivariate uniformity based on random geometric graphs (Q2219212) (← links)
- PLS-based adaptation for efficient PCE representation in high dimensions (Q2220565) (← links)
- Data-driven polynomial chaos expansion for machine learning regression (Q2220634) (← links)
- Causality and Bayesian network PDEs for multiscale representations of porous media (Q2222317) (← links)
- Regression-based sparse polynomial chaos for uncertainty quantification of subsurface flow models (Q2222601) (← links)
- Quasi-Monte Carlo methods for two-stage stochastic mixed-integer programs (Q2235151) (← links)
- Explaining predictive models using Shapley values and non-parametric vine copulas (Q2236381) (← links)
- Detecting departures from meta-ellipticity for multivariate stationary time series (Q2236384) (← links)
- Conditional reliability analysis in high dimensions based on controlled mixture importance sampling and information reuse (Q2236979) (← links)
- On the tight constant in the multivariate Dvoretzky-Kiefer-Wolfowitz inequality (Q2244526) (← links)
- Accelerated basis adaptation in homogeneous chaos spaces (Q2246311) (← links)
- Exploring the variance contributions of correlated model parameters: a sampling-based approach and its application in traffic simulation models (Q2247284) (← links)
- Crisis and risk dependencies (Q2253371) (← links)
- Efficient simulation of complete and censored samples from common bivariate exponential distributions (Q2259331) (← links)
- Spatially varying temperature trends in a central California estuary (Q2259684) (← links)
