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math.NA2020★ 253 cited
Sparse Polynomial Chaos Expansions: Literature Survey and Benchmark
Nora Lüthen, Stefano Marelli, Bruno Sudret
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 spa…
math.NA2015★ 125 cited
Polynomial meta-models with canonical low-rank approximations: numerical insights and comparison to sparse polynomial chaos expansions
Katerina Konakli, Bruno Sudret
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-modelin…