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불확실성 정량화×크리깅 공간 보간법×
분야시뮬레이션공간분석
계열Process / pipelineRegression model
기원 연도Seminal modern form: 20021963
창시자Norbert Wiener (polynomial chaos, 1938); extended to Wiener–Askey scheme by Xiu & Karniadakis (2002)Georges Matheron (formalised geostatistics)
유형Computational uncertainty analysis frameworkGeostatistical spatial interpolation
원전Xiu, 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 ↗
별칭UQ, polynomial chaos expansion, PCE, Kriging surrogategeostatistical interpolation, Gaussian process regression (geostatistics), ordinary kriging, Kriging (Mekânsal Enterpolasyon)
관련95
요약Uncertainty 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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ScholarGate방법 비교: Uncertainty Quantification · Kriging. 2026-06-15에 다음에서 검색함: https://scholargate.app/ko/compare