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20222026
most citedFirst-passage probability estimation of high-dimensional nonlinear stochastic dynamic systems by a fractional moments-based mixture distribution approach

33 citations · 70 across the 9 of their papers we have counts for

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stat.ME2024★ 1 cited

On Fractional Moment Estimation from Polynomial Chaos Expansion

Lukáš Novák, Marcos Valdebenito, Matthias Faes

Fractional statistical moments are utilized for various tasks of uncertainty quantification, including the estimation of probability distributions. However, an estimation of fracti…

stat.ME2022★ 33 cited

First-passage probability estimation of high-dimensional nonlinear stochastic dynamic systems by a fractional moments-based mixture distribution approach

Chen Ding, Chao Dang, Marcos A. Valdebenito +3

First-passage probability estimation of high-dimensional nonlinear stochastic systems is a significant task to be solved in many science and engineering fields, but remains still a…