Results 1  10
of
4,792,074
A Modified HighOrder Moment Method Based on the Normal Transformation Polynomial
"... methods Abstract. Normal transformation technique is often used in practical probabilistic analysis in structural or civil engineering especially when multivariate random variables with the probabilistic characteristics expressed using only statistical moments are involved. In this paper, a modified ..."
Abstract
 Add to MetaCart
modified highorder moment method(MHOM) is given based on the polynomial coefficients of a thirdorder normal transformation polynomial (NTP) using the first four central moments of random variables having unknown distributions. The present highorder moment method is introduced into several typical test
SOME ADVANCES ON ANCHORED ANOVA EXPANSION FOR HIGH ORDER MOMENTS COMPUTATION
"... sensitivity analysis; variance/covariance decomposition Abstract. Covariance decomposition of output variance is used in this paper to take account of interactions between nonorthogonal components in anchored ANOVA method. Results show this approach is less sensitive to the anchor reference point t ..."
Abstract
 Add to MetaCart
than existing method. Covariancebased sensitivity indices (SI) are also used, compared to variancebased SI. Furthermore, we emphasize covariance decomposition can be generalized in a straightforward way to decompose high order moments. 1
A Poissoncluster model of rainfall: highorder moments and extreme values
, 1997
"... A conceptual stochastic model for rainfall, based on a Poissoncluster process with rectangular pulses representing rain cells, is further developed. A method for deriving highorder moments is applied to obtain the thirdmoment function for the model. This is used with secondorder properties to t ..."
Abstract
 Add to MetaCart
A conceptual stochastic model for rainfall, based on a Poissoncluster process with rectangular pulses representing rain cells, is further developed. A method for deriving highorder moments is applied to obtain the thirdmoment function for the model. This is used with secondorder properties
Sizevelocity correlations in high order moment methods for polydisperse
"... evaporating sprays: modeling and numerical issues ..."
A high order moment method simulating evaporation and advection of a polydisperse liquid spray
 J. Comput. Phys
, 2011
"... In this paper, we tackle the modeling and numerical simulation of sprays and aerosols, that is dilute gasdroplet flows for which polydispersity description is of paramount importance. Starting from a kinetic description for point particles experiencing transport either at the carrier phase velocity ..."
Abstract

Cited by 10 (5 self)
 Add to MetaCart
for aerosols or at their own velocity for sprays as well as evaporation, we focus on an Eulerian high order moment method in size and consider a system of partial differential equations (PDEs) on a vector of successive integer size moments of order 0 to N, N> 2, over a compact size interval. There exists a
2006): “Using HighOrder Moments to Estimate Linear Independent Factor Models,” Working Paper
"... We study the identi…cation and estimation of linear factor models under the assumptions that factors and errors are independent and that factors are not normally distributed. Highorder moments are shown to yield full identi…cation of the matrix of factor loadings if factor distributions are su ¢ ci ..."
Abstract

Cited by 1 (0 self)
 Add to MetaCart
We study the identi…cation and estimation of linear factor models under the assumptions that factors and errors are independent and that factors are not normally distributed. Highorder moments are shown to yield full identi…cation of the matrix of factor loadings if factor distributions are su
The space complexity of approximating the frequency moments
 JOURNAL OF COMPUTER AND SYSTEM SCIENCES
, 1996
"... The frequency moments of a sequence containing mi elements of type i, for 1 ≤ i ≤ n, are the numbers Fk = �n i=1 mki. We consider the space complexity of randomized algorithms that approximate the numbers Fk, when the elements of the sequence are given one by one and cannot be stored. Surprisingly, ..."
Abstract

Cited by 855 (12 self)
 Add to MetaCart
The frequency moments of a sequence containing mi elements of type i, for 1 ≤ i ≤ n, are the numbers Fk = �n i=1 mki. We consider the space complexity of randomized algorithms that approximate the numbers Fk, when the elements of the sequence are given one by one and cannot be stored. Surprisingly
High order moment method for polydisperse evaporating sprays with mesh movement: application to internal combustion engines
"... Relying on two recent contributions by Massot et al. [SIAM J. Appl. Math. 70 (2010), 3203–3234] and Kah et al. [J. Comput. Phys. 231 (2012), 394–422], where a Eulerian MultiSize Moment (EMSM) model for the simulation of polydisperse evaporating sprays has been introduced, we investigate the potenti ..."
Abstract
 Add to MetaCart
the potential of such an approach for the robust and accurate simulation of the injection of a liquid disperse phase into a gas for automotive engine applications. The original model used a high order moment method in droplet size to resolve polydispersity, with builtin realizability preserving numerical
Evaluating the Accuracy of SamplingBased Approaches to the Calculation of Posterior Moments
 IN BAYESIAN STATISTICS
, 1992
"... Data augmentation and Gibbs sampling are two closely related, samplingbased approaches to the calculation of posterior moments. The fact that each produces a sample whose constituents are neither independent nor identically distributed complicates the assessment of convergence and numerical accurac ..."
Abstract

Cited by 583 (14 self)
 Add to MetaCart
Data augmentation and Gibbs sampling are two closely related, samplingbased approaches to the calculation of posterior moments. The fact that each produces a sample whose constituents are neither independent nor identically distributed complicates the assessment of convergence and numerical
Global Optimization with Polynomials and the Problem of Moments
 SIAM Journal on Optimization
, 2001
"... We consider the problem of finding the unconstrained global minimum of a realvalued polynomial p(x) : R R, as well as the global minimum of p(x), in a compact set K defined by polynomial inequalities. It is shown that this problem reduces to solving an (often finite) sequence of convex linear mat ..."
Abstract

Cited by 569 (47 self)
 Add to MetaCart
matrix inequality (LMI) problems. A notion of KarushKuhnTucker polynomials is introduced in a global optimality condition. Some illustrative examples are provided. Key words. global optimization, theory of moments and positive polynomials, semidefinite programming AMS subject classifications. 90C22
Results 1  10
of
4,792,074