A Higher Order Unscented Transform
نویسندگان
چکیده
We develop a new approach for estimating the expected values of nonlinear functions applied to multivariate random variables with arbitrary distributions. Rather than assuming particular distribu...
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ژورنال
عنوان ژورنال: SIAM/ASA Journal on Uncertainty Quantification
سال: 2021
ISSN: ['2166-2525']
DOI: https://doi.org/10.1137/20m135546x