Polynomial chaos expansions for dependent random variables

JD Jakeman, F Franzelin, A Narayan, M Eldred… - Computer Methods in …, 2019 - Elsevier
Polynomial chaos expansions (PCE) are well-suited to quantifying uncertainty in models
parameterized by independent random variables. The assumption of independence leads to …

Tensors in computations

LH Lim - Acta Numerica, 2021 - cambridge.org
The notion of a tensor captures three great ideas: equivariance, multilinearity, separability.
But trying to be three things at once makes the notion difficult to understand. We will explain …

Pedestrian-aware statistical risk assessment

X Shen, P Raksincharoensak - IEEE Transactions on Intelligent …, 2021 - ieeexplore.ieee.org
This paper proposes a statistical framework to assess the risk of passing a non-signalized
intersection for vehicles. First, an intensity model of the near-accident event is established by …

Multifidelity uncertainty quantification with models based on dissimilar parameters

X Zeng, G Geraci, MS Eldred, JD Jakeman… - Computer Methods in …, 2023 - Elsevier
Multifidelity uncertainty quantification (MF UQ) sampling approaches have been shown to
significantly reduce the variance of statistical estimators while preserving the bias of the …

Graph-accelerated non-intrusive polynomial chaos expansion using partially tensor-structured quadrature rules for uncertainty quantification

B Wang, NC Orndorff, JT Hwang - Aerospace Science and Technology, 2024 - Elsevier
Recently, the graph-accelerated non-intrusive polynomial chaos (NIPC) method has been
proposed for solving uncertainty quantification (UQ) problems. This method leverages the …

Extension of graph-accelerated non-intrusive polynomial chaos to high-dimensional uncertainty quantification through the active subspace method

B Wang, NC Orndorff, M Sperry, JT Hwang - Aerospace Science and …, 2025 - Elsevier
The recently introduced graph-accelerated non-intrusive polynomial chaos (NIPC) method
has shown effectiveness in solving a broad range of uncertainty quantification (UQ) …

Accelerating model evaluations in uncertainty propagation on tensor grids using computational graph transformations

B Wang, M Sperry, VE Gandarillas, JT Hwang - Aerospace Science and …, 2024 - Elsevier
Methods such as non-intrusive polynomial chaos (NIPC), and stochastic collocation are
frequently used for uncertainty propagation problems. Particularly for low-dimensional …

[HTML][HTML] Numerical cubature on scattered data by adaptive interpolation

R Cavoretto, A De Rossi, F Dell'Accio… - … of Computational and …, 2024 - Elsevier
We construct cubature methods on scattered data via resampling on the support of known
algebraic cubature formulas, by different kinds of adaptive interpolation (polynomial, RBF …

Statistical models of near-accident event and pedestrian behavior at non-signalized intersections

X Shen, P Raksincharoensak - Journal of applied statistics, 2022 - Taylor & Francis
This paper proposes an innovative framework of modeling the statistical properties of the
near-accident event and pedestrian behavior at non-signalized intersections based on …

Stochastic collocation with non-Gaussian correlated process variations: Theory, algorithms, and applications

C Cui, Z Zhang - IEEE Transactions on Components …, 2018 - ieeexplore.ieee.org
Stochastic spectral methods have achieved a great success in the uncertainty quantification
of many engineering problems, including variation-aware electronic and photonic design …