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Related papers: Polynomial-Chaos-based Kriging

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Surrogate modelling techniques have opened up new possibilities to overcome the limitations of computationally intensive numerical models in various areas of engineering and science. However, while fundamental in many engineering…

Numerical Analysis · Mathematics 2024-02-20 José Calos García-Marino , Carmen Calvo-Jurado , Enrique García-Macías

Sparse polynomial chaos expansions (PCE) are a popular surrogate modelling method that takes advantage of the properties of PCE, the sparsity-of-effects principle, and powerful sparse regression solvers to approximate computer models with…

Numerical Analysis · Mathematics 2021-05-20 Nora Lüthen , Stefano Marelli , Bruno Sudret

This paper presents a surrogate modelling technique based on domain partitioning for Bayesian parameter inference of highly nonlinear engineering models. In order to alleviate the computational burden typically involved in Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2022-12-06 J. C. García-Merino , C. Calvo-Jurado , E. Martínez-Pañeda , E. García-Macías

Polynomial chaos expansion (PCE) is a versatile tool widely used in uncertainty quantification and machine learning, but its successful application depends strongly on the accuracy and reliability of the resulting PCE-based response…

Computation · Statistics 2023-06-14 Paul-Christian Bürkner , Ilja Kröker , Sergey Oladyshkin , Wolfgang Nowak

Surrogate modeling of costly mathematical models representing physical systems is challenging since it is typically not possible to create a large experimental design. Thus, it is beneficial to constrain the approximation to adhere to the…

Machine Learning · Computer Science 2023-09-06 Lukáš Novák , Himanshu Sharma , Michael D. Shields

In surrogate modeling, polynomial chaos expansion (PCE) is popularly utilized to represent the random model responses, which are computationally expensive and usually obtained by deterministic numerical modeling approaches including finite…

Computation · Statistics 2020-06-01 Z. Liu , D. Lesselier , B. Sudret , J. Wiart

Polynomial chaos expansions (PCE) have proven efficiency in a number of fields for propagating parametric uncertainties through computational models of complex systems, namely structural and fluid mechanics, chemical reactions and…

Computation · Statistics 2017-04-13 Chu V. Mai , Bruno Sudret

Polynomial chaos expansion (PCE) is a classical and widely used surrogate modeling technique in physical simulation and uncertainty quantification. By taking a linear combination of a set of basis polynomials - orthonormal with respect to…

Machine Learning · Computer Science 2026-04-01 Johannes Exenberger , Sascha Ranftl , Robert Peharz

Sparse polynomial chaos expansions (PCE) are an efficient and widely used surrogate modeling method in uncertainty quantification for engineering problems with computationally expensive models. To make use of the available information in…

Computation · Statistics 2021-07-26 Nora Lüthen , Stefano Marelli , Bruno Sudret

Surrogate-modelling techniques including Polynomial Chaos Expansion (PCE) is commonly used for statistical estimation (aka. Uncertainty Quantification) of quantities of interests obtained from expensive computational models. PCE is a…

Computational Engineering, Finance, and Science · Computer Science 2019-09-05 Alexander Tarakanov , Ahmed H. Elsheikh

In the field of surrogate modeling, polynomial chaos expansion (PCE) allows practitioners to construct inexpensive yet accurate surrogates to be used in place of the expensive forward model simulations. For black-box simulations,…

Engineering and applied science rely on computational experiments to rigorously study physical systems. The mathematical models used to probe these systems are highly complex, and sampling-intensive studies often require prohibitively many…

Methodology · Statistics 2024-06-19 Joy N. Mueller , Khachik Sargsyan , Craig J. Daniels , Habib N. Najm

The growing need for uncertainty analysis of complex computational models has led to an expanding use of meta-models across engineering and sciences. The efficiency of meta-modeling techniques relies on their ability to provide…

Numerical Analysis · Mathematics 2016-08-24 Katerina Konakli , Bruno Sudret

Polynomial chaos expansions (PCEs) have been used in many real-world engineering applications to quantify how the uncertainty of an output is propagated from inputs. PCEs for models with independent inputs have been extensively explored in…

Systems and Control · Electrical Eng. & Systems 2021-06-02 Zhanlin Liu , Youngjun Choe

We present a regression technique for data-driven problems based on polynomial chaos expansion (PCE). PCE is a popular technique in the field of uncertainty quantification (UQ), where it is typically used to replace a runnable but expensive…

Machine Learning · Statistics 2019-04-02 E. Torre , S. Marelli , P. Embrechts , B. Sudret

Machine learning (ML) surrogate models are increasingly used in engineering analysis and design to replace computationally expensive simulation models, significantly reducing computational cost and accelerating decision-making processes.…

Machine Learning · Statistics 2025-07-22 Xiaoping Du

Polynomial chaos expansion (PCE) is a powerful surrogate model-based reliability analysis method. Generally, a PCE model with a higher expansion order is usually required to obtain an accurate surrogate model for some complex non-linear…

Machine Learning · Computer Science 2022-04-05 Xiaohu Zheng , Wen Yao , Yunyang Zhang , Xiaoya Zhang

Polynomial Chaos Expansions (PCEs) are widely recognized for their efficient computational performance in surrogate modeling. Yet, a robust framework to quantify local model errors is still lacking. While the local uncertainty of PCE…

Methodology · Statistics 2026-01-26 A. Hatstatt , X. Zhu , B. Sudret

Kriging or Gaussian Process Regression is applied in many fields as a non-linear regression model as well as a surrogate model in the field of evolutionary computation. However, the computational and space complexity of Kriging, that is…

Machine Learning · Computer Science 2017-02-07 Bas van Stein , Hao Wang , Wojtek Kowalczyk , Michael Emmerich , Thomas Bäck

Uncertainty quantification (UQ) has received much attention in the literature in the past decade. In this context, Sparse Polynomial chaos expansions (PCE) have been shown to be among the most promising methods because of their ability to…

Methodology · Statistics 2017-03-17 N. Fajraoui , S. Marelli , B. Sudret
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