惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

G
Google Developers Blog
有赞技术团队
有赞技术团队
WordPress大学
WordPress大学
博客园 - 司徒正美
D
Docker
B
Blog
V
Visual Studio Blog
Blog — PlanetScale
Blog — PlanetScale
U
Unit 42
S
SegmentFault 最新的问题
小众软件
小众软件
J
Java Code Geeks
美团技术团队
腾讯CDC
MyScale Blog
MyScale Blog
爱范儿
爱范儿
H
Help Net Security
宝玉的分享
宝玉的分享
Microsoft Azure Blog
Microsoft Azure Blog
A
About on SuperTechFans
Google DeepMind News
Google DeepMind News
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
博客园 - 三生石上(FineUI控件)
博客园 - 【当耐特】

math.PR updates on arXiv.org

Visibility in the Boolean Model on Harmonic Manifolds Global estimates on the Brenier map Geodesics and Wandering Exponents in Brochette First-Passage Percolation State-dependent inverse-subordinator time changes of regenerative processes: Excursion structure and multiscale occupation-time limits Randomly twisted transfer operators and singular values statistics Generalized Bessel-Dunkl diffusions An almost sure invariance principle for the Takagi-van der Waerden class functions Central limit theorems for high dimensional lattice polytopes: cosmological polytopes Convergence rate estimates for semigroups and heat kernels associated with resistance forms Second-order Poincaré inequalities and localization on the Poisson space Maximum Probability of Independence in Transitive Matroids On global solutions to the semidiscrete stochastic heat equation The Poisson Tail Conjecture for Primes in Short Intervals A Complete Spectral Analysis of the CEV Operator with Applications to Arbitrage Holographic functions and neural networks From Betting to Empirical Bernstein LIL Concentration of General Stochastic Approximation Under Heavy-Tailed Markovian Noise Pointwise Generalization in Deep Neural Networks Bayesian Latent Space Models for Graphs Are Misspecified: Toward Robust Inference via Generalized Posteriors Wasserstein bounds for denoising diffusion probabilistic models via the Föllmer process A note on connections between the Föllmer process and the denoising diffusion probabilistic model Simple Approximation and Derivative Free Inference-Time Scaling for Diffusion Models via Sequential Monte Carlo on Path Measures Diffusion-Based Stochastic Operator Networks for Uncertainty Quantification in Stochastic Partial Differential Equations A Fourier perspective on the learning dynamics of neural networks: from sample complexities to mechanistic insights Propagation of Chaos in Contextual Flow Maps Dimension-Uniform Discretization Analysis of Preconditioned Annealed Langevin Dynamics for Multimodal Gaussian Mixtures $α$-TCAV: A Unified Framework for Testing with Concept Activation Vectors Scaling Laws from Sequential Feature Recovery: A Solvable Hierarchical Model On the Limits of Latent Reuse in Diffusion Models State-of-art minibatches via novel DPP kernels: discretization, wavelets, and rough objectives
A Spline Chaos Expansion
Sharif Rahman · 2019-11-09 · via math.PR updates on arXiv.org

A spline chaos expansion, referred to as SCE, is introduced for uncertainty quantification analysis. The expansion provides a means for representing an output random variable of interest with respect to multivariate orthonormal basis splines (B-splines) in input random variables. The multivariate B-splines are built from a whitening transformation to generate univariate orthonormal B-splines in each coordinate direction, followed by a tensor-product structure to produce the multivariate version. SCE, as it stems from compactly supported B-splines, tackles locally prominent responses more effectively than the polynomial chaos expansion (PCE). The approximation quality of the expansion is demonstrated in terms of the modulus of smoothness of the output function, leading to the mean-square convergence of SCE to the correct limit. Analytical formulae are proposed to calculate the mean and variance of an SCE approximation for a general output variable in terms of the requisite expansion coefficients. Numerical results indicate that a low-order SCE approximation with an adequate mesh is markedly more accurate than a high-order PCE approximation in estimating the output variances and probability distributions of oscillatory, nonsmooth, and nearly discontinuous functions.