On the construction and analysis of stochastic models: Characterization and propagation of the errors associated with limited data

Journal of Computational Physics

Volumn 217, Issue 1, 2006, Pages 63-81

  Ghanem, Roger G ^a   Doostan, Alireza ^b  

^a University of Southern California ^*  (United States)

^b Johns Hopkins University   (United States)

Author keywords

Computational Bayesian analysis; Karhunen Loeve; Markov chain Monte Carlo; Parameter estimation; Polynomial chaos; Stochastic finite elements; Uncertainty quantification

Indexed keywords

BAYESIAN NETWORKS; CHAINS; COMPUTATION THEORY; FINITE ELEMENT METHOD; INFERENCE ENGINES; MARKOV PROCESSES; MONTE CARLO METHODS; PARAMETER ESTIMATION; POLYNOMIALS; PROBABILITY DENSITY FUNCTION; STOCHASTIC SYSTEMS; UNCERTAINTY ANALYSIS;

BAYESIAN ANALYSIS; COMPUTATIONAL BAYESIAN ANALYSE; KARHUNEN-LOEVE; MARKOV CHAIN MONTE CARLO; MARKOV CHAIN MONTE-CARLO; PARAMETERS ESTIMATION; POLYNOMIAL CHAOS; STOCHASTIC FINITE ELEMENTS; STOCHASTIC-MODELING; UNCERTAINTY QUANTIFICATIONS;

STOCHASTIC MODELS;

EID: 33746495084     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2006.01.037     Document Type: Article

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