Methoden vergleichen

	Quantifizierung von Unsicherheiten	Kriging-Interpolation
Fachgebiet	Simulation	Räumliche Analyse
Familie	Process / pipeline	Regression model
Entstehungsjahr	Seminal modern form: 2002	1963
Urheber	Norbert Wiener (polynomial chaos, 1938); extended to Wiener–Askey scheme by Xiu & Karniadakis (2002)	Georges Matheron (formalised geostatistics)
Typ	Computational uncertainty analysis framework	Geostatistical spatial interpolation
Wegweisende Quelle	Xiu, D. & Karniadakis, G.E. (2002). The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. SIAM Journal on Scientific Computing, 24(2), 619–644.	Matheron, G. (1963). Principles of Geostatistics. Economic Geology, 58(8), 1246–1266.
Aliasnamen	UQ, polynomial chaos expansion, PCE, Kriging surrogate	geostatistical interpolation, Gaussian process regression (geostatistics), ordinary kriging, Kriging (Mekânsal Enterpolasyon)
Verwandt	9	5
Zusammenfassung	Uncertainty Quantification (UQ) is a computational framework for systematically measuring how uncertainty in the inputs of a model propagates into uncertainty in its outputs. Building on Wiener's polynomial chaos theory (1938) and formalised for general stochastic problems by Xiu and Karniadakis (2002), UQ uses two primary strategies: Polynomial Chaos Expansion (PCE), which represents the model output as a series of orthogonal polynomials matched to the input distributions, and Kriging (Gaussian process) surrogates, which replace an expensive simulation with a fast statistical approximation fitted to a small set of carefully chosen runs.	Kriging is a geostatistical method that predicts the value of a continuous variable at unmeasured locations from nearby measurements, using the spatial correlation structure captured by a variogram. Formalised by Georges Matheron in 1963, it is the best linear unbiased predictor (BLUP) for spatial data and comes in Ordinary, Universal, and Co-Kriging forms.