Performance of cubature formulae in probabilistic model analysis and optimization

DOI10.1016/j.cam.2014.11.053zbMath1309.65027OpenAlexW2003305834MaRDI QIDQ484853

Fernando P. Bernardo

Publication date: 8 January 2015

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2014.11.053

zbMATH Keywords

cubature formulaeuncertainty analysismultidimensional integration

Mathematics Subject Classification ID

Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical integration (65D30)

Related Items (1)

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Uses Software

• MinT
• TESTPACK
• nwSpGr

Cites Work

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• Likelihood approximation by numerical integration on sparse grids
• Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
• Orthogonal arrays. Theory and applications
• Monomial cubature rules since ``Stroud: A compilation
• A comparison between (quasi-)Monte Carlo and cubature rule based methods for solving high-dimensional integration problems
• Numerical Cubature Using Error-Correcting Codes
• An Efficient Sampling Technique for Off-Line Quality Control
• Higher-Dimensional Integration with Gaussian Weight for Applications in Probabilistic Design
• Asymmetric Cubature Formulae with Few Points in High Dimension for Symmetric Measures

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