Monte Carlo Markov Chain (MCMC) methods commonly confront two fundamenta...
In this study, we propose a novel surrogate modelling approach to effici...
System reliability analysis aims at computing the probability of failure...
Stochastic simulators are non-deterministic computer models which provid...
Variance-based global sensitivity analysis, in particular Sobol' analysi...
Sparse polynomial chaos expansions (PCEs) are an efficient and widely us...
Sparse polynomial chaos expansions are a popular surrogate modelling met...
Polynomial chaos expansions (PCE) have seen widespread use in the contex...