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Polynomial Chaos Surrogate Construction for Random Fields with Parametric Uncertainty
Joy N. Mueller, Khachik Sargsyan, Craig J. Daniels and Habib N. Najm SIAM/ASA Journal on Uncertainty Quantification 13(1) 1 (2025) https://doi.org/10.1137/23M1613505
Towards real-time predictions using emulators of agent-based models
Sparse polynomial chaos expansion for universal stochastic kriging
J.C. García-Merino, C. Calvo-Jurado and E. García-Macías Journal of Computational and Applied Mathematics 444 115794 (2024) https://doi.org/10.1016/j.cam.2024.115794
STOCHASTIC POLYNOMIAL CHAOS EXPANSIONS TO EMULATE STOCHASTIC SIMULATORS
A review on quantile regression for stochastic computer experiments
Léonard Torossian, Victor Picheny, Robert Faivre and Aurélien Garivier Reliability Engineering & System Safety 201 106858 (2020) https://doi.org/10.1016/j.ress.2020.106858
Gaussian process metamodeling of functional-input code for coastal flood hazard assessment
Stochastic Simulators Based Optimization by Gaussian Process Metamodels – Application to Maintenance Investments Planning Issues
Thomas Browne, Bertrand Iooss, Loïc Le Gratiet, Jérôme Lonchampt and Emmanuel Remy Quality and Reliability Engineering International 32(6) 2067 (2016) https://doi.org/10.1002/qre.2028
Jack P. C. Kleijnen International Series in Operations Research & Management Science, Design and Analysis of Simulation Experiments 230 179 (2015) https://doi.org/10.1007/978-3-319-18087-8_5