Simplex Stochastic Collocation with Random Sampling and Extrapolation for Nonhypercube Probability Spaces.
Jeroen A. S. WitteveenGianluca IaccarinoPublished in: SIAM J. Sci. Comput. (2012)
Keyphrases
- random sampling
- random sample
- active learning
- sample size
- probability distribution
- sampling algorithm
- adaptive sampling
- sampling procedure
- monte carlo
- random projections
- jump diffusion process
- random samples
- sampling methods
- sliding window
- robust estimator
- stratified sampling
- least squares
- upper bound
- computational complexity
- data sets