polynomial chaos expansions 能够精确描述任意分布形式的随机变量的随机性,是一种非常有效的基于随机展开的不确定性分析方法[1],主要用于“代理模型方法”[2],代理模型解释见代理模型(百度)以及Surrogate model(WIKI)。
这个问题,暂时搁置,后续再学习。
理解其在代理模型的使用即可!
References
- PCE-知乎:https://zhuanlan.zhihu.com/p/40853397
- Nora Lüthen, Stefano Marelli, and Bruno Sudret,Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark
- Géraud Blatman, Bruno Sudret ,Sparse polynomial chaos expansions and adaptive stochastic finite elements using a regression approach
- Stefano Marelli, Bruno Sudret, Adaptive designs and sparse polynomial chaos expansions for structural reliability analysis
- Polynomial chaos expansion
- Bruno Sudret, Global sensitivity analysis using polynomial chaos expansions. Reliability Engineering and System Safety 93 (2008) 964–979