Hybrid Sampling/Spectral Method for Solving Stochastic Coupled Problems.
Maarten ArnstChristian SoizeRoger G. GhanemPublished in: SIAM/ASA J. Uncertain. Quantification (2013)
Keyphrases
- dynamic programming
- solving problems
- clustering method
- detection method
- np complete
- segmentation method
- genetic algorithm
- sampling algorithm
- cost function
- combinatorial optimization
- sampling strategy
- spectral analysis
- convergence rate
- monte carlo
- parameter estimation
- computational cost
- significant improvement
- preprocessing
- computational complexity