COMPUTATION OF SOBOL INDICES IN GLOBAL SENSITIVITY ANALYSIS FROM SMALL DATA SETS BY PROBABILISTIC LEARNING ON MANIFOLDS

DOI10.1615/Int.J.UncertaintyQuantification.2020032674zbMath1498.62356MaRDI QIDQ5052430

M. Arnst, Kevin Bulthuis, Christian Soize

Publication date: 24 November 2022

Published in: International Journal for Uncertainty Quantification (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics on manifolds (62R30) Monte Carlo methods (65C05)

Related Items (5)

Probabilistic learning on manifolds (PLoM) with partition ⋮ Updating an uncertain and expensive computational model in structural dynamics based on one single target FRF using a probabilistic learning tool ⋮ Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems ⋮ Concurrent multiscale simulations of nonlinear random materials using probabilistic learning ⋮ Probabilistic learning constrained by realizations using a weak formulation of Fourier transform of probability measures

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