Rohrbach, Paul B.; Dolgov, Sergey; Grasedyck, Lars; Scheichl, Robert Rank bounds for approximating Gaussian densities in the tensor-train format. (English) Zbl 1505.65195 SIAM/ASA J. Uncertain. Quantif. 10, 1191-1224 (2022). MSC: 65F99 15A69 41A10 65D15 65D32 65F55 PDFBibTeX XMLCite \textit{P. B. Rohrbach} et al., SIAM/ASA J. Uncertain. Quantif. 10, 1191--1224 (2022; Zbl 1505.65195) Full Text: DOI arXiv
Chen, Peng; Ghattas, Omar Taylor approximation for chance constrained optimization problems governed by partial differential equations with high-dimensional random parameters. (English) Zbl 1473.65072 SIAM/ASA J. Uncertain. Quantif. 9, 1381-1410 (2021). MSC: 65K10 49J55 49M41 65D32 65N12 93E20 PDFBibTeX XMLCite \textit{P. Chen} and \textit{O. Ghattas}, SIAM/ASA J. Uncertain. Quantif. 9, 1381--1410 (2021; Zbl 1473.65072) Full Text: DOI arXiv
Easley, Deanna C.; Berry, Tyrus A higher order unscented transform. (English) Zbl 1468.65023 SIAM/ASA J. Uncertain. Quantif. 9, 1094-1131 (2021). MSC: 65D32 41A55 65R10 15A69 62H12 PDFBibTeX XMLCite \textit{D. C. Easley} and \textit{T. Berry}, SIAM/ASA J. Uncertain. Quantif. 9, 1094--1131 (2021; Zbl 1468.65023) Full Text: DOI arXiv
van den Bos, Laurent; Sanderse, Benjamin; Bierbooms, Wim; van Bussel, Gerard Generating nested quadrature rules with positive weights based on arbitrary sample sets. (English) Zbl 1483.65043 SIAM/ASA J. Uncertain. Quantif. 8, 139-169 (2020). Reviewer: Josef Kofroň (Praha) MSC: 65D32 65D30 65C99 PDFBibTeX XMLCite \textit{L. van den Bos} et al., SIAM/ASA J. Uncertain. Quantif. 8, 139--169 (2020; Zbl 1483.65043) Full Text: DOI arXiv
Heitzinger, Clemens; Pammer, Gudmund; Rigger, Stefan Cubature formulas for multisymmetric functions and applications to stochastic partial differential equations. (English) Zbl 1398.65014 SIAM/ASA J. Uncertain. Quantif. 6, 213-242 (2018). MSC: 65C05 13P25 54C35 58J70 65D30 PDFBibTeX XMLCite \textit{C. Heitzinger} et al., SIAM/ASA J. Uncertain. Quantif. 6, 213--242 (2018; Zbl 1398.65014) Full Text: DOI
Navarro Jimenez, M.; Le Maître, O. P.; Knio, O. M. Nonintrusive polynomial chaos expansions for sensitivity analysis in stochastic differential equations. (English) Zbl 1367.60091 SIAM/ASA J. Uncertain. Quantif. 5, 378-402 (2017). MSC: 60H35 60H10 65C30 65D15 65D32 PDFBibTeX XMLCite \textit{M. Navarro Jimenez} et al., SIAM/ASA J. Uncertain. Quantif. 5, 378--402 (2017; Zbl 1367.60091) Full Text: DOI
Dick, Josef; Le Gia, Quoc T.; Schwab, Christoph Higher order quasi-Monte Carlo integration for holomorphic, parametric operator equations. (English) Zbl 1398.65031 SIAM/ASA J. Uncertain. Quantif. 4, 48-79 (2016). MSC: 65D30 65D32 65N30 PDFBibTeX XMLCite \textit{J. Dick} et al., SIAM/ASA J. Uncertain. Quantif. 4, 48--79 (2016; Zbl 1398.65031) Full Text: DOI arXiv
Ko, Jordan; Wynn, Henry P. The algebraic method in quadrature for uncertainty quantification. (English) Zbl 1342.62135 SIAM/ASA J. Uncertain. Quantif. 4, 331-357 (2016). MSC: 62K20 65D30 65D32 70G55 PDFBibTeX XMLCite \textit{J. Ko} and \textit{H. P. Wynn}, SIAM/ASA J. Uncertain. Quantif. 4, 331--357 (2016; Zbl 1342.62135) Full Text: DOI Link