Advanced topics

• Dependent random variable
  • Limitations
  • Illegal distribution
• Generalized polynomial chaos
  • Monte Carlo integration
  • Generalized polynomial chaos
  • Point collocation method
  • Pseudo-spectral projection
  • Cholesky decomposition
• Advanced regression method
  • Least squares regression
  • Single variable regression
  • Multi-variable regression
• Kernel density estimation
  • Data driven chaos expansion
  • Smoothing/Bandwidth
  • Anisotropic smoothing
  • Full kernel covariance
• Gaussian mixture model
  • Model fitting
  • Low discrepancy sequences
  • Chaos expansion
• Polynomial chaos Kriging
• Epidemiological SEIR model
  • Initial condition
  • Model parameters
  • Deterministic model
  • Stochastic model