Abstract
Statistical moments estimation is one of the main topics for the analysis of a stochastic system, but the balance among the accuracy, efficiency, and versatility for different methods of statistical moments estimation still remains a challenge. In this paper, a novel point estimate method (PEM) based on a new adaptive hybrid dimension-reduction method (AH-DRM) is proposed. Firstly, the adaptive cut-high-dimensional model representation (cut-HDMR) is briefly reviewed, and a novel AH-DRM is developed, where the high-order component functions of the adaptive cut-HDMR are further approximated by multiplicative forms of the low-order component functions. Secondly, a new point estimation method (PEM) based on the AH-DRM is proposed for statistical moments estimation. Finally, several examples are investigated to demonstrate the performance of the proposed PEM. The results show the proposed PEM has fairly high accuracy and good versatility for statistical moments estimation.
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