Search
Results
-
Vine copulas for uncertainty quantification: why and how
(2019)Systems subject to uncertain inputs produce uncertain responses. Uncertainty quantification (UQ) deals with the estimation of the response statistics of systems for which a runnable computational model is available. Problems of interest are those where the computational model is expensive, making Monte Carlo approaches unfeasible and thus calling for cheaper solutions that require fewer runs. In these settings, an accurate representation ...Other Conference Item