Data-driven probability concentration and sampling on manifold

Soize, C.; Ghanem, R.

doi:10.1016/j.jcp.2016.05.044

Title: Data-driven probability concentration and sampling on manifold

Authors:: Soize, C.; Ghanem, R.

Publication Date:: Thu Sep 01 00:00:00 EDT 2016

Sponsoring Org.:: USDOE Office of Science (SC), Advanced Scientific Computing Research (ASCR)

OSTI Identifier:: 1329326

Resource Type:: Publisher's Accepted Manuscript

Journal Name:: Journal of Computational Physics

Additional Journal Information:: Journal Name: Journal of Computational Physics Journal Volume: 321 Journal Issue: C; Journal ID: ISSN 0021-9991

Publisher:: Elsevier

Country of Publication:: United States

Language:: English

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                    Soize, C., and Ghanem, R. Data-driven probability concentration and sampling on manifold.  United States: N. p., 2016. 
Web.  doi:10.1016/j.jcp.2016.05.044.

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                    Soize, C., & Ghanem, R. Data-driven probability concentration and sampling on manifold.  United States.  https://doi.org/10.1016/j.jcp.2016.05.044

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                    Soize, C., and Ghanem, R. Thu .  
"Data-driven probability concentration and sampling on manifold".  United States.  https://doi.org/10.1016/j.jcp.2016.05.044.

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@article{osti_1329326,

  title        = {Data-driven probability concentration and sampling on manifold},

  author       = {Soize, C. and Ghanem, R.},

  abstractNote = {},

  doi          = {10.1016/j.jcp.2016.05.044},

  journal      = {Journal of Computational Physics},

  number       = C,

  volume       = 321,

  place        = {United States},

  year         = {Thu Sep 01 00:00:00 EDT 2016},

  month        = {Thu Sep 01 00:00:00 EDT 2016}

}

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Works referenced in this record:

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Ghanem, Roger; Spanos, P. D.
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Title: Data-driven probability concentration and sampling on manifold

Citation Formats

Polynomial Chaos in Stochastic Finite Elements journal, March 1990

Slice sampling journal, June 2003

The Monte Carlo Method journal, September 1949

Karhunen–Loève expansion revisited for vector-valued random fields: Scaling, errors and optimal basis. journal, June 2013

Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images journal, November 1984

Expansion of the global error for numerical schemes solving stochastic differential equations journal, January 1990

Construction of probability distributions in high dimension using the maximum entropy principle: Applications to stochastic processes, random fields and random matrices journal, December 2008

Diffusion maps journal, July 2006

Numerical Methods for Second‐Order Stochastic Differential Equations journal, January 2007

Polynomial Chaos Expansion of a Multimodal Random Vector journal, January 2015

Geometric diffusions as a tool for harmonic analysis and structure definition of data: Diffusion maps journal, May 2005

Riemann manifold Langevin and Hamiltonian Monte Carlo methods: Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods journal, March 2011

Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure journal, January 2004

Remarks on Stochastic Properties of Materials Through Finite Deformations journal, January 2015

Time-domain formulation in computational dynamics for linear viscoelastic media with model uncertainties and stochastic excitation journal, December 2012

Stochastic Model and Generator for Random Fields with Symmetry Properties: Application to the Mesoscopic Modeling of Elastic Random Media journal, January 2013

The Orthogonal Development of Non-Linear Functionals in Series of Fourier-Hermite Functionals journal, April 1947

Intrinsic modeling of stochastic dynamical systems using empirical geometry journal, July 2015

Basis adaptation in homogeneous chaos spaces journal, February 2014

Polynomial Chaos in Stochastic Finite Elements
journal, March 1990

Slice sampling
journal, June 2003

The Monte Carlo Method
journal, September 1949

Karhunen–Loève expansion revisited for vector-valued random fields: Scaling, errors and optimal basis.
journal, June 2013

Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
journal, November 1984

Expansion of the global error for numerical schemes solving stochastic differential equations
journal, January 1990

Construction of probability distributions in high dimension using the maximum entropy principle: Applications to stochastic processes, random fields and random matrices
journal, December 2008

Diffusion maps
journal, July 2006

Numerical Methods for Second‐Order Stochastic Differential Equations
journal, January 2007

Polynomial Chaos Expansion of a Multimodal Random Vector
journal, January 2015

Geometric diffusions as a tool for harmonic analysis and structure definition of data: Diffusion maps
journal, May 2005

Riemann manifold Langevin and Hamiltonian Monte Carlo methods: Riemann Manifold Langevin and Hamiltonian Monte Carlo Methods
journal, March 2011

Physical Systems with Random Uncertainties: Chaos Representations with Arbitrary Probability Measure
journal, January 2004

Remarks on Stochastic Properties of Materials Through Finite Deformations
journal, January 2015

Time-domain formulation in computational dynamics for linear viscoelastic media with model uncertainties and stochastic excitation
journal, December 2012

Stochastic Model and Generator for Random Fields with Symmetry Properties: Application to the Mesoscopic Modeling of Elastic Random Media
journal, January 2013

The Orthogonal Development of Non-Linear Functionals in Series of Fourier-Hermite Functionals
journal, April 1947

Intrinsic modeling of stochastic dynamical systems using empirical geometry
journal, July 2015

Basis adaptation in homogeneous chaos spaces
journal, February 2014