Comparison of surrogate-based uncertainty quantification methods for computationally expensive simulators

DOI10.1137/15M1046812arXiv1511.00926MaRDI QIDQ6267060

Prathyush P. Menon, Peter G. Challenor, Samia Bennani, N. E. Owen

Publication date: 3 November 2015

Mathematics Subject Classification ID

Gaussian processes (60G15) Probabilistic models, generic numerical methods in probability and statistics (65C20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)

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