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Effective and scalable uncertainty evaluation for large-scale complex system applications

Junfei Xie, Yan Wan, Yi Zhou, Kevin Mills, James J. Filliben, Yu Lei
2014 Proceedings of the Winter Simulation Conference 2014  
The method smartly chooses a limited number of simulations to produce a low-order mapping, which precisely predicts the mean output of the original system mapping up to certain degrees.  ...  A Multivariate Probabilistic Collocation Method (M-PCM) was developed to effectively evaluate system uncertainty.  ...  of all factors) of experimental combinations that best estimate the main effects of single factors (or parameters) and low-order interaction effects of multiple factors on the output.  ... 
doi:10.1109/wsc.2014.7019936 dblp:conf/wsc/XieWZMFL14 fatcat:kh2oinxaxvavrfxtfmp4kkgpne