Variance-based adaptive sequential sampling for Polynomial Chaos Expansion

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26110%2F21%3APU141700" target="_blank" >RIV/00216305:26110/21:PU141700 - isvavai.cz</a>
Result on the web
<a href="https://www.sciencedirect.com/science/article/pii/S0045782521004369?dgcid=author" target="_blank" >https://www.sciencedirect.com/science/article/pii/S0045782521004369?dgcid=author</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.cma.2021.114105" target="_blank" >10.1016/j.cma.2021.114105</a>

Result language
angličtina
Original language name
Variance-based adaptive sequential sampling for Polynomial Chaos Expansion
Original language description
his paper presents a novel adaptive sequential sampling method for building Polynomial Chaos Expansion surrogate models. The technique enables one-by-one extension of an experimental design while trying to obtain an optimal sample at each stage of the adaptive sequential surrogate model construction process. The proposed sequential sampling strategy selects from a pool of candidate points by trying to cover the design domain proportionally to their local variance contribution. The proposed criterion for the sample selection balances both exploitation of the surrogate model and exploration of the design domain. The adaptive sequential sampling technique can be used in tandem with any user-defined sampling method, and here was coupled with commonly used Latin Hypercube Sampling and advanced Coherence D-optimal sampling in order to present its general performance. The obtained numerical results confirm its superiority over standard non-sequential approaches in terms of surrogate model accuracy and estimation of the output variance.
Czech name
—
Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
20102 - Construction engineering, Municipal and structural engineering

Project
<a href="/en/project/LTAUSA19058" target="_blank" >LTAUSA19058: Development of theory and advanced algorithms for UNCertainty analyses in Engineering PROblems (UNCEPRO)</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Publication year
2021
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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