A polynomial chaos expansion in dependent random variables
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Publication:1748336
DOI10.1016/j.jmaa.2018.04.032zbMath1397.60069arXiv1804.05676OpenAlexW2963089830MaRDI QIDQ1748336
Publication date: 9 May 2018
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1804.05676
Related Items (4)
A Spline Dimensional Decomposition for Uncertainty Quantification in High Dimensions ⋮ Practical uncertainty quantification analysis involving statistically dependent random variables ⋮ High-order spectral method of density estimation for stochastic differential equation driven by multivariate Gaussian random variables ⋮ A Spline Chaos Expansion
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