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International Journal for Uncertainty Quantification
Главный редактор: Habib N. Najm (open in a new tab)
Ассоциированный редакторs: Dongbin Xiu (open in a new tab) Tao Zhou (open in a new tab)
Редактор-основатель: Nicholas Zabaras (open in a new tab)

Выходит 6 номеров в год

ISSN Печать: 2152-5080

ISSN Онлайн: 2152-5099

The Impact Factor measures the average number of citations received in a particular year by papers published in the journal during the two preceding years. 2017 Journal Citation Reports (Clarivate Analytics, 2018) IF: 1.7 To calculate the five year Impact Factor, citations are counted in 2017 to the previous five years and divided by the source items published in the previous five years. 2017 Journal Citation Reports (Clarivate Analytics, 2018) 5-Year IF: 1.9 The Immediacy Index is the average number of times an article is cited in the year it is published. The journal Immediacy Index indicates how quickly articles in a journal are cited. Immediacy Index: 0.5 The Eigenfactor score, developed by Jevin West and Carl Bergstrom at the University of Washington, is a rating of the total importance of a scientific journal. Journals are rated according to the number of incoming citations, with citations from highly ranked journals weighted to make a larger contribution to the eigenfactor than those from poorly ranked journals. Eigenfactor: 0.0007 The Journal Citation Indicator (JCI) is a single measurement of the field-normalized citation impact of journals in the Web of Science Core Collection across disciplines. The key words here are that the metric is normalized and cross-disciplinary. JCI: 0.5 SJR: 0.584 SNIP: 0.676 CiteScore™:: 3 H-Index: 25

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ADAPTIVE SAMPLING WITH TOPOLOGICAL SCORES

Том 3, Выпуск 2, 2013, pp. 119-141
DOI: 10.1615/Int.J.UncertaintyQuantification.2012003955
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Краткое описание

Understanding and describing expensive black box functions such as physical simulations is a common problem in many application areas. One example is the recent interest in uncertainty quantification with the goal of discovering the relationship between a potentially large number of input parameters and the output of a simulation. Typically, the simulation of interest is expensive to evaluate and thus the sampling of the parameter space is necessarily small. As a result choosing a "good" set of samples at which to evaluate is crucial to glean as much information as possible from the fewest samples. While space-filling sampling designs such as Latin hypercubes provide a good initial cover of the entire domain, more detailed studies typically rely on adaptive sampling: Given an initial set of samples, these techniques construct a surrogate model and use it to evaluate a scoring function which aims to predict the expected gain from evaluating a potential new sample. There exist a large number of different surrogate models as well as different scoring functions each with their own advantages and disadvantages. In this paper we present an extensive comparative study of adaptive sampling using four popular regression models combined with six traditional scoring functions compared against a space-filling design. Furthermore, for a single high-dimensional output function, we introduce a new class of scoring functions based on global topological rather than local geometric information. The new scoring functions are competitive in terms of the root mean squared prediction error but are expected to better recover the global topological structure. Our experiments suggest that the most common point of failure of adaptive sampling schemes are ill-suited regression models. Nevertheless, even given well-fitted surrogate models many scoring functions fail to outperform a space-filling design.

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