4.2 Article

A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions*

相关参考文献

注意:仅列出部分参考文献,下载原文获取全部文献信息。
Article Computer Science, Software Engineering

Asymptotic for the cumulative distribution function of the degrees and homomorphism densities for random graphs sampled from a graphon

Jean-Francois Delmas et al.

Summary: This paper provides asymptotics for the cumulative distribution function (CDF) of large dense random graphs sampled from a graphon, with the proof based on precise asymptotics for binomial random variables. It serves as a first step towards a nonparametric test for identifying the degree function of a large random graph and general asymptotic results for functionals of homomorphism densities for partially labeled graphs. The general setting allows recovery of recent results on asymptotics for homomorphism densities of sampled graphon.

RANDOM STRUCTURES & ALGORITHMS (2021)

Article Business, Finance

Metamodel of a Large Credit Risk Portfolio in the Gaussian Copula Model

Florian Bourgey et al.

SIAM JOURNAL ON FINANCIAL MATHEMATICS (2020)

Article Statistics & Probability

Parameter estimation of Ornstein-Uhlenbeck process generating a stochastic graph

Emmanuel Gobet et al.

STATISTICAL INFERENCE FOR STOCHASTIC PROCESSES (2017)

Article Mathematics

Inequalities for Jacobi polynomials

Uffe Haagerup et al.

RAMANUJAN JOURNAL (2014)

Article Mathematics, Applied

ON THE CONVERGENCE OF GENERALIZED POLYNOMIAL CHAOS EXPANSIONS

Oliver G. Ernst et al.

ESAIM-MATHEMATICAL MODELLING AND NUMERICAL ANALYSIS (2012)

Review Computer Science, Interdisciplinary Applications

A Short Review on Model Order Reduction Based on Proper Generalized Decomposition

Francisco Chinesta et al.

ARCHIVES OF COMPUTATIONAL METHODS IN ENGINEERING (2011)

Article Mathematics, Applied

On characterizations of classical polynomials

R. Alvarez-Nodarse

JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS (2006)

Article Mathematics, Applied

Physical systems with random uncertainties: Chaos representations with arbitrary probability measure

C Soize et al.

SIAM JOURNAL ON SCIENTIFIC COMPUTING (2004)

Article Mathematics, Applied

The inverse of the cumulative standard normal probability function

DE Dominici

INTEGRAL TRANSFORMS AND SPECIAL FUNCTIONS (2003)

Article Mathematics, Applied

The Wiener-Askey polynomial chaos for stochastic differential equations

DB Xiu et al.

SIAM JOURNAL ON SCIENTIFIC COMPUTING (2002)

Article Engineering, Mechanical

Stochastic modeling of flow-structure interactions using generalized polynomial chaos

DB Xiu et al.

JOURNAL OF FLUIDS ENGINEERING-TRANSACTIONS OF THE ASME (2002)