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An Industrial Viewpoint on Uncertainty Quantification in Simulation: Stakes, Methods, Tools, Examples
16 references·0 citing·35 second hop
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References

  • 1989Design and Analysis of Computer Experiments6,958 cited
  • 1991Factorial Sampling Plans for Preliminary Computational Experiments4,945 cited
  • 1974Exact and Invariant Second-Moment Code Format3,138 cited
  • 2007Global sensitivity analysis using polynomial chaos expansions2,547 cited
  • 2005Sensitivity Analysis in Practice: A Guide to Assessing Scientific Models1,843 cited
  • 2004Sensitivity Analysis in Practice: A Guide to Assessing Scientific Models1,797 cited
  • 2006Uncertain Judgements: Eliciting Experts' Probabilities1,549 cited
  • 2004Feynman-Kac Formulae1,066 cited
  • 2003Modelling Dependence with Copulas and Applications to Risk Management1,056 cited
  • 2006A new uncertainty importance measure1,030 cited
  • 2006Bayesian analysis of computer code outputs: A tutorial756 cited
  • 2008Polynomial chaos expansion for sensitivity analysis747 cited
  • 2006Uncertainty Analysis with High Dimensional Dependence Modelling665 cited
  • 2010Efficient computation of global sensitivity indices using sparse polynomial chaos expansions383 cited
  • 2003Handbook of heavy tailed distributions in finance351 cited

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2008
An innovating analysis of the Nataf transformation from the copula viewpoint
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