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Closed-Loop Adaptive Monte Carlo Framework for Uncertainty Forecasting in Nonlinear Dynamic Systems
13 references·0 citing·37 second hop
Closed-Loop Adaptive Monte Carlo Framework for Uncertainty Forecasting in Nonlinear Dynamic Systems (2019)Closed-Loop Adaptive Monte Carlo Framewor…Refined Stratified Sampling for efficient Monte Carlo based uncertainty quantification (2015)Refined Stratified Sampling f…Uncertainty in Risk Assessment (2014)Uncertainty in Risk AssessmentUncertainty Quantification: Theory, Implementation, and Applications (2013)Uncertainty Quantification: T…Monte-Carlo based uncertainty analysis: Sampling efficiency and sampling convergence (2012)Monte-Carlo based uncertainty…Efficient space-filling and non-collapsing sequential design strategies for simulation-based modeling (2011)Efficient space-filling and n…Dispersion Analysis in Hypersonic Flight During Planetary Entry Using Stochastic Liouville Equation (2011)Dispersion Analysis in Hypers…Design of computer experiments: space filling and beyond (2011)Design of computer experiment…Spectral Methods for Uncertainty Quantification (2010)Spectral Methods for Uncertai…Space-filling Latin hypercube designs for computer experiments (2010)Space-filling Latin hypercube…Beyond Monte Carlo: A Computational Framework for Uncertainty Propagation in Planetary Entry, Descent and Landing (2010)Beyond Monte Carlo: A Computa…Nested Latin hypercube designs (2009)Nested Latin hypercube designsMaximin Latin Hypercube Designs in Two Dimensions (2007)Maximin Latin Hypercube Desig…Stochastic Differential Equations (2003)Stochastic Differential Equat…A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (2000)Monte Carlo Methods in Financial Engineering (2003)Global Sensitivity Analysis. The Primer (2007)A novel fractional moments-based maximum entropy method for high-dimensional reliability analysis (2019)Review of statistical model calibration and validation—from the perspective of uncertainty structures (2019)UQpy: A general purpose Python package and development environment for uncertainty quantification (2020)Design and Analysis of Computer Experiments (1989)Minimax and maximin distance designs (1990)The Design and Analysis of Computer Experiments (2003)Numerical studies of space-filling designs: optimization of Latin Hypercube Samples and subprojection properties (2013)A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code (1979)Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems (2003)Surrogate model uncertainty quantification for reliability-based design optimization (2019)To Sobol or not to Sobol? The effects of sampling schemes in systems biology applications (2021)Large Sample Properties of Simulations Using Latin Hypercube Sampling (1987)Computer experiments: a review (2010)Accurate emulators for large-scale computer experiments (2011)Sequential Design and Analysis of High-Accuracy and Low-Accuracy Computer Codes (2012)Statistics for experimenters: design, innovation, and discovery (2006)Efficiency enhancement of optimized Latin hypercube sampling strategies: Application to Monte Carlo uncertainty analysis and meta-modeling (2014)Sequential Design of Experiment for Sparse Polynomial Chaos Expansions (2017)Zone-based reliability analysis on fatigue life of GH720Li turbine disk concerning uncertainty quantification (2017)STATISTICS FOR SPATIAL DATA (1992)A Tutorial on Latin Hypercube Design of Experiments (2015)Decision-Making in Agent-Based Models of Migration: State of the Art and Challenges (2016)Design of computer experiments: A review (2017)Multilevel Monte Carlo methods and applications to elliptic PDEs with random coefficients (2011)An Introduction to Computational Stochastic PDEs (2014)Modern Monte Carlo methods for efficient uncertainty quantification and propagation: A survey (2020)A comparison of Latin hypercube and grid ensemble designs for the multivariate emulation of an Earth system model (2010)An efficient optimum Latin hypercube sampling technique based on sequencing optimisation using simulated annealing (2013)Epistemic uncertainty-based reliability analysis for engineering system with hybrid evidence and fuzzy variables (2019)The Role of Portfolio Constraints in the International Propagation of Shocks (2008)Stochastic Differential Equations (2014)Numerical Solution of Stochastic Differential Equations (2016)A unified framework for stochastic optimization (2018)A state-of-the-art review on uncertainty analysis of rotor systems (2022)
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References

  • 2003Stochastic Differential Equations2,090 cited
  • 2013Uncertainty Quantification: Theory, Implementation, and Applications1,147 cited
  • 2010Spectral Methods for Uncertainty Quantification953 cited
  • 2012Monte-Carlo based uncertainty analysis: Sampling efficiency and sampling convergence388 cited
  • 2011Design of computer experiments: space filling and beyond361 cited
  • 2011Efficient space-filling and non-collapsing sequential design strategies for simulation-based modeling226 cited
  • 2007Maximin Latin Hypercube Designs in Two Dimensions181 cited
  • 2010Space-filling Latin hypercube designs for computer experiments166 cited
  • 2009Nested Latin hypercube designs151 cited
  • 2015Refined Stratified Sampling for efficient Monte Carlo based uncertainty quantification122 cited
  • 2011Dispersion Analysis in Hypersonic Flight During Planetary Entry Using Stochastic Liouville Equation98 cited
  • 2014Uncertainty in Risk Assessment87 cited
  • 2010Beyond Monte Carlo: A Computational Framework for Uncertainty Propagation in Planetary Entry, Descent and Landing20 cited

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