Translation models revisited. (April 2017)

• Record Type: Journal Article
• Authors: Grigoriu, M.
• Is Part Of: Probabilistic engineering mechanics. Volume 48(2017:Apr.)
• Page Start: 68
• Page End: 75
• Publication Date: 2017-04
• Subjects: Diffusion processes -- Gaussian/non-Gaussian random elements -- Probability -- Random vectors -- Stochastic processes -- Translation models; Engineering -- Statistical methods -- Periodicals; Mechanics, Applied -- Statistical methods -- Periodicals; Probabilities -- Periodicals; Ingénierie -- Méthodes statistiques -- Périodiques; Mécanique appliquée -- Méthodes statistiques -- Périodiques; Probabilités -- Périodiques; 620.100727
• DOI: 10.1016/j.probengmech.2017.05.002
• Languages: English
• ISSNs: 0266-8920

Abstract

Abstract: Translation models have been defined as memoryless mappings of Gaussian elements which match exactly/approximately target marginal distributions/correlations. We extend this class of translation models to include memoryless mappings of non-Gaussian elements. It is shown that quantities of interest inferred from equivalent translation models, i.e., models which share the same marginal distributions and have similar second moments, can differ significantly. It is suggested to construct families of equivalent translation models and select members of these families which are optimal for given quantities of interest.