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כימות אי-ודאות×אינטרפולציה מרחבית בקריג'ינג×
תחוםסימולציהניתוח מרחבי
משפחהProcess / pipelineRegression model
שנת המקורSeminal modern form: 20021963
הוגה השיטהNorbert Wiener (polynomial chaos, 1938); extended to Wiener–Askey scheme by Xiu & Karniadakis (2002)Georges Matheron (formalised geostatistics)
סוגComputational uncertainty analysis frameworkGeostatistical spatial interpolation
מקור מכונןXiu, D. & Karniadakis, G.E. (2002). The Wiener-Askey Polynomial Chaos for Stochastic Differential Equations. SIAM Journal on Scientific Computing, 24(2), 619–644. DOI ↗Matheron, G. (1963). Principles of Geostatistics. Economic Geology, 58(8), 1246–1266. DOI ↗
כינוייםUQ, polynomial chaos expansion, PCE, Kriging surrogategeostatistical interpolation, Gaussian process regression (geostatistics), ordinary kriging, Kriging (Mekânsal Enterpolasyon)
קשורות95
תקצירUncertainty 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.
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ScholarGateהשוואת שיטות: Uncertainty Quantification · Kriging. אוחזר בתאריך 2026-06-17 מתוך https://scholargate.app/he/compare