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%3APU143138" target="_blank" >RIV/00216305:26110/21:PU143138 - isvavai.cz</a>

Result on the web

<a href="http://dx.doi.org/10.7712/120221.8038.18955" target="_blank" >http://dx.doi.org/10.7712/120221.8038.18955</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.7712/120221.8038.18955" target="_blank" >10.7712/120221.8038.18955</a>

Result language

angličtina

Original language name

Adaptive Sequential Sampling for Polynomial Chaos Expansion

Original language description

The paper presents a sampling strategy created specifically for surrogate modeling via polynomial chaos expansion. The proposed method combines adaptivity of surrogate model and sequential sampling enabling one-by-one extension of an experimental design. The iteration process of sequential sampling selects from a large pool of candidate points by trying to cover the design domain proportionally to their local variance contribution. The criterion for the sample selection balances between exploitation of the surrogate model and exploration of the design domain. 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

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Czech description

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Type

D - Article in proceedings

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

Article name in the collection

Proceedings of the 4th International Conference on Uncertainty Quantification in Computational Sciences and Engineering

ISBN

978-618-85072-6-5

ISSN

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e-ISSN

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Number of pages

6

Pages from-to

296-301

Publisher name

National Technical University of Athens

Place of publication

Athens, Greece

Event location

Athens

Event date

Jun 28, 2021

Type of event by nationality

WRD - Celosvětová akce

UT code for WoS article

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