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Refined Stratified Sampling for efficient Monte Carlo based uncertainty quantification
16 references·16 citing·24 second hopsampled
Refined Stratified Sampling for efficient Monte Carlo based uncertainty quantification (2015)Refined Stratified Sampling for efficient…A comprehensive framework for verification, validation, and uncertainty quantification in scientific computing (2011)A comprehensive framework for…Global Sensitivity Analysis. The Primer (2007)Global Sensitivity Analysis. …Design and Modeling for Computer Experiments (2005)Design and Modeling for Compu…Monte Carlo Methods in Financial Engineering (2003)Monte Carlo Methods in Financ…Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)Latin hypercube sampling and …On Latin hypercube sampling for structural reliability analysis (2002)On Latin hypercube sampling f…Experiments - Planning, Analysis and Parameter Design Optimization (2001)Experiments - Planning, Analy…A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)A Comparison of Three Methods…Orthogonal Column Latin Hypercubes and Their Application in Computer Experiments (1998)Orthogonal Column Latin Hyper…Exploratory designs for computational experiments (1995)Exploratory designs for compu…Optimal Latin-hypercube designs for computer experiments (1994)Optimal Latin-hypercube desig…Orthogonal Array-Based Latin Hypercubes (1993)Orthogonal Array-Based Latin …Minimax and maximin distance designs (1990)Minimax and maximin distance …Large Sample Properties of Simulations Using Latin Hypercube Sampling (1987)Large Sample Properties of Si…A distribution-free approach to inducing rank correlation among input variables (1982)A distribution-free approach …Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (1979)Comparison of Three Methods f…Failure probability estimation through high-dimensional elliptical distribution modeling with multiple importance sampling (2023)Failure probability estimatio…Ring simulation: A novel simple and efficient simulation method for structural reliability analysis (2022)Ring simulation: A novel simp…First-passage probability estimation of high-dimensional nonlinear stochastic dynamic systems by a fractional moments-based mixture distribution approach (2022)First-passage probability est…Adaptive stratified sampling for structural reliability analysis (2022)Adaptive stratified sampling …Variance-based adaptive sequential sampling for Polynomial Chaos Expansion (2021)Variance-based adaptive seque…UQpy: A general purpose Python package and development environment for uncertainty quantification (2020)UQpy: A general purpose Pytho…On the usefulness of gradient information in surrogate modeling: Application to uncertainty propagation in composite material models (2020)On the usefulness of gradient…An adaptive polynomial chaos expansion for high-dimensional reliability analysis (2020)An adaptive polynomial chaos …Review of statistical model calibration and validation—from the perspective of uncertainty structures (2019)Review of statistical model c…A novel fractional moments-based maximum entropy method for high-dimensional reliability analysis (2019)A novel fractional moments-ba…Simulation-Informed Probabilistic Methodology for Common Cause Failure Analysis (2018)Simulation-Informed Probabili…Refined first-order reliability method using cross-entropy optimization method (2018)Refined first-order reliabili…Adaptive Monte Carlo analysis for strongly nonlinear stochastic systems (2018)Adaptive Monte Carlo analysis…Surrogate-enhanced stochastic search algorithms to identify implicitly defined functions for reliability analysis (2016)Surrogate-enhanced stochastic…Hydrogen pipelines: Enhancing information visualization and statistical tests for global sensitivity analysis when evaluating multidimensional risks to support decision-making (2016)Hydrogen pipelines: Enhancing…Application of Latin Hypercube Sampling Based Kriging Surrogate Models in Reliability Assessment (2015)Application of Latin Hypercub…A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (1979)Design and Analysis of Computer Experiments (1989)Choosing the Sample Size of a Computer Experiment: A Practical Guide (2009)Empirical Model Building and Response Surfaces (1988)A new uncertainty importance measure (2006)Survey of sampling-based methods for uncertainty and sensitivity analysis (2006)Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index (2009)Sensitivity analysis of environmental models: A systematic review with practical workflow (2016)SALib: An open-source Python library for Sensitivity Analysis (2017)Multilevel Monte Carlo Path Simulation (2008)Can Time‐Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility? (2013)Simulation Modeling and Analysis (2016)Stochastic Kriging for Simulation Metamodeling (2009)A Review on Global Sensitivity Analysis Methods (2015)The Future of Sensitivity Analysis: An essential discipline for systems modeling and policy support (2020)Correlation and Dependence in Risk Management: Properties and Pitfalls (2002)Making best use of model evaluations to compute sensitivity indices (2002)A review of techniques for parameter sensitivity analysis of environmental models (1994)Importance measures in global sensitivity analysis of nonlinear models (1996)An efficient algorithm for constructing optimal design of computer experiments (2004)Response Surface Methodology: A Retrospective and Literature Survey (2004)Factorial Sampling Plans for Preliminary Computational Experiments (1991)Uniform Design: Theory and Application (2000)High-Order Collocation Methods for Differential Equations with Random Inputs (2005)
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References

  • 2000A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code8,233 cited
  • 2007Global Sensitivity Analysis. The Primer6,425 cited
  • 2003Monte Carlo Methods in Financial Engineering3,818 cited
  • 1979Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code3,238 cited
  • 2003Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems2,707 cited
  • 1987Large Sample Properties of Simulations Using Latin Hypercube Sampling2,483 cited
  • 1982A distribution-free approach to inducing rank correlation among input variables1,625 cited
  • 1990Minimax and maximin distance designs1,452 cited
  • 1995Exploratory designs for computational experiments1,202 cited
  • 2005Design and Modeling for Computer Experiments1,135 cited
  • 2001Experiments - Planning, Analysis and Parameter Design Optimization1,132 cited
  • 1993Orthogonal Array-Based Latin Hypercubes859 cited
  • 2011A comprehensive framework for verification, validation, and uncertainty quantification in scientific computing810 cited
  • 2002On Latin hypercube sampling for structural reliability analysis798 cited
  • 1994

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Optimal Latin-hypercube designs for computer experiments
634 cited
  • 1998Orthogonal Column Latin Hypercubes and Their Application in Computer Experiments461 cited
  • Cited by

    • 2019A novel fractional moments-based maximum entropy method for high-dimensional reliability analysis115 cited
    • 2019Review of statistical model calibration and validation—from the perspective of uncertainty structures99 cited
    • 2020UQpy: A general purpose Python package and development environment for uncertainty quantification94 cited
    • 2020An adaptive polynomial chaos expansion for high-dimensional reliability analysis59 cited
    • 2021Variance-based adaptive sequential sampling for Polynomial Chaos Expansion53 cited
    • 2016Surrogate-enhanced stochastic search algorithms to identify implicitly defined functions for reliability analysis45 cited
    • 2018Simulation-Informed Probabilistic Methodology for Common Cause Failure Analysis45 cited
    • 2022First-passage probability estimation of high-dimensional nonlinear stochastic dynamic systems by a fractional moments-based mixture distribution approach33 cited
    • 2023Failure probability estimation through high-dimensional elliptical distribution modeling with multiple importance sampling31 cited
    • 2018Refined first-order reliability method using cross-entropy optimization method27 cited
    • 2022Adaptive stratified sampling for structural reliability analysis25 cited
    • 2018Adaptive Monte Carlo analysis for strongly nonlinear stochastic systems24 cited
    • 2020On the usefulness of gradient information in surrogate modeling: Application to uncertainty propagation in composite material models24 cited
    • 2016Hydrogen pipelines: Enhancing information visualization and statistical tests for global sensitivity analysis when evaluating multidimensional risks to support decision-making23 cited
    • 2015Application of Latin Hypercube Sampling Based Kriging Surrogate Models in Reliability Assessment22 cited
    • 2022Ring simulation: A novel simple and efficient simulation method for structural reliability analysis21 cited