Data-driven uncertainty quantification using the arbitrary polynomial chaos expansion - Oladyshkin, S.; Nowak, W. (Reliability engineering & system safety, 2012)
Keywords: Applied sciences; Arbitrary distribution; Chaos theory; Computer simulation; Convergence; Data-driven; Demand; Density; Exact sciences and technology; Mathematical analysis; Mathematical models; Mathematics; Operational research and scientific management; Operational research. Management science; Orthonormal basis; Polynomial chaos; Probability and statistics; Probability theory and stochastic processes; Random; Raw; Reliability theory. Replacement problems; Sciences and techniques of general use; Stochastic; Stochastic processes; Uncertainty; Orthonormal basis; Uncertainty; Random; Polynomial chaos; Data-driven; Stochastic; Arbitrary distribution; Chaos; Histogram; Statistical distribution; Probability distribution; Data driven modelling; Stochastic process; Modeling; Uncertain system; Dependence; Probability density function; Convergence rate; Existence condition; Statistical analysis; Statistical moment; Orthogonal polynomial; Statistical parameter; Statistical model; Reliability