Remarks on a Multivariate Transformation
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This article is published in Annals of Mathematical Statistics.The article was published on 1952-09-01 and is currently open access. It has received 2735 citations till now. The article focuses on the topics: Transformation (function).read more
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Simulation-based exploration of high-dimensional system models for identifying unexpected events
TL;DR: This paper presents a meta-modelling framework that automates the very labor-intensive and therefore time-heavy and expensive process of manually cataloging and cataloging the sequences of events or configurations that occur in a numerical model.
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Multidimensional Adaptive Relevance Vector Machines for Uncertainty Quantification
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TL;DR: A Bayesian uncertainty quantification framework using a local binary tree surrogate model that is able to make use of arbitrary Bayesian regression methods and is demonstrated with examples in the solution of stochastic differential equations.
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Likelihood‐based Analysis of a Class of Generalized Long‐Memory Time Series Models
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Evaluation of failure probability under parameter epistemic uncertainty: application to aerospace system reliability assessment
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On probability analysis in snow avalanche hazard zoning
TL;DR: In this article, the authors combine a mechanical probabilistic model for avalanche release with a statistical/topographical model for run-out distance to obtain the unconditional probability of extreme runout distance.