{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,5,14]],"date-time":"2025-05-14T02:25:46Z","timestamp":1747189546910,"version":"3.40.5"},"reference-count":40,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"4","funder":[{"DOI":"10.13039\/501100008393","name":"Fondation BNP Paribas","doi-asserted-by":"publisher","id":[{"id":"10.13039\/501100008393","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM\/ASA J. Uncertainty Quantification"],"published-print":{"date-parts":[[2022,12,31]]},"DOI":"10.1137\/21m1413146","type":"journal-article","created":{"date-parts":[[2022,10,24]],"date-time":"2022-10-24T14:04:57Z","timestamp":1666620297000},"page":"1350-1383","source":"Crossref","is-referenced-by-count":0,"title":["A Comparative Study of Polynomial-Type Chaos Expansions for Indicator Functions"],"prefix":"10.1137","volume":"10","author":[{"ORCID":"https:\/\/orcid.org\/0000-0002-4097-6687","authenticated-orcid":true,"given":"Florian","family":"Bourgey","sequence":"first","affiliation":[{"name":"Centre de Math\u00e9matiques Appliqu\u00e9es (CMAP), CNRS, Ecole Polytechnique, Institut Polytechnique de Paris, Route DE Saclay, 91128 Palaiseau Cedex, France, and Bloomberg L.P., Quantitative Research, 3 Queen Victoria St, London EC4N 4TQ, UK ()."}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-9940-2493","authenticated-orcid":true,"given":"Emmanuel","family":"Gobet","sequence":"additional","affiliation":[{"name":"CMAP, Ecole Polytechnique, 91120 Palaiseau, France (, )."}],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Cl\u00e9ment","family":"Rey","sequence":"additional","affiliation":[{"name":"CMAP, Ecole Polytechnique, 91120 Palaiseau, France (, )."}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"351","published-online":{"date-parts":[[2022,10,25]]},"reference":[{"key":"ref1","doi-asserted-by":"publisher","DOI":"10.1007\/978-94-009-0501-6_1"},{"key":"ref2","doi-asserted-by":"publisher","DOI":"10.1016\/j.cam.2005.06.046"},{"key":"ref3","doi-asserted-by":"publisher","DOI":"10.1137\/1.9781611970470"},{"key":"ref4","doi-asserted-by":"publisher","DOI":"10.1016\/S1570-8659(97)80003-8"},{"key":"ref5","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511814068"},{"key":"ref6","doi-asserted-by":"publisher","DOI":"10.1016\/0021-9045(90)90104-X"},{"key":"ref8","doi-asserted-by":"publisher","DOI":"10.1137\/19M1292084"},{"key":"ref9","doi-asserted-by":"publisher","DOI":"10.1007\/s10958-008-9144-x"},{"key":"ref10","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-84108-8"},{"volume-title":"Math. Appl. 13","year":"1978","author":"Chihara T. S.","key":"ref11"},{"key":"ref12","doi-asserted-by":"publisher","DOI":"10.1007\/s11831-011-9064-7"},{"key":"ref13","doi-asserted-by":"publisher","DOI":"10.1007\/BF02124750"},{"key":"ref14","doi-asserted-by":"publisher","DOI":"10.1002\/rsa.20965"},{"key":"ref15","doi-asserted-by":"publisher","DOI":"10.1080\/1065246031000081698"},{"key":"ref16","doi-asserted-by":"publisher","DOI":"10.1051\/m2an\/2011045"},{"key":"ref17","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-540-46783-0"},{"key":"ref18","doi-asserted-by":"publisher","DOI":"10.3150\/09-BEJ197"},{"volume-title":"Stochastic Finite Elements: A Spectral Approach","year":"2003","author":"Ghanem R. G.","key":"ref19"},{"key":"ref20","doi-asserted-by":"publisher","DOI":"10.1007\/s11203-016-9142-4"},{"key":"ref21","doi-asserted-by":"publisher","DOI":"10.1007\/s11139-013-9472-4"},{"key":"ref22","volume-title":"Wiley Ser. Probab. Math. Statist. Appl. Probab. Statist.","volume":"1","author":"Johnson N. L.","year":"1994","edition":"2"},{"key":"ref23","volume-title":"Wiley Ser. Probab. Math. Statist. Appl. Probab. Statist.","volume":"2","author":"Johnson N. L.","year":"1995","edition":"2"},{"key":"ref25","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-642-05014-5"},{"key":"ref26","doi-asserted-by":"publisher","DOI":"10.1007\/978-1-4939-0983-4"},{"key":"ref27","first-page":"355","volume":"10","author":"Krasikov I.","year":"2004","journal-title":"East J. Approx."},{"key":"ref28","doi-asserted-by":"publisher","DOI":"10.1007\/978-3-319-12385-1_38"},{"volume-title":"Princeton Ser. Finance","year":"2005","author":"McNeil A. J.","key":"ref29"},{"key":"ref30","doi-asserted-by":"publisher","DOI":"10.1137\/S0036141092236863"},{"volume-title":"Springer Ser. Comput. Phys.","year":"1991","author":"Nikiforov A. F.","key":"ref31"},{"key":"ref32","volume-title":"Malliavin Calculus and Related Topics","author":"Nualart D.","year":"2006","edition":"2"},{"key":"ref33","doi-asserted-by":"publisher","DOI":"10.1109\/TIT.1972.1054856"},{"volume-title":"U.S. Department of Commerce, National Institute of Standards and Technology, Washington, DC","year":"2010","author":"Olver F. W. J.","key":"ref34"},{"key":"ref37","doi-asserted-by":"publisher","DOI":"10.1137\/S1064827503424505"},{"key":"ref38","volume-title":"Orthogonal Polynomials","author":"Szeg\u0151 G.","year":"1975","edition":"4"},{"key":"ref39","doi-asserted-by":"publisher","DOI":"10.2307\/1968401"},{"key":"ref40","doi-asserted-by":"publisher","DOI":"10.1017\/9781316779422"},{"key":"ref41","doi-asserted-by":"publisher","DOI":"10.2307\/2371268"},{"key":"ref42","doi-asserted-by":"publisher","DOI":"10.1137\/S1064827501387826"},{"key":"ref43","doi-asserted-by":"publisher","DOI":"10.1115\/1.1436089"},{"volume-title":"Trigonometric Series","year":"1968","author":"Zygmund A.","key":"ref44"}],"container-title":["SIAM\/ASA Journal on Uncertainty Quantification"],"original-title":[],"language":"en","deposited":{"date-parts":[[2023,8,22]],"date-time":"2023-08-22T18:59:39Z","timestamp":1692730779000},"score":1,"resource":{"primary":{"URL":"https:\/\/epubs.siam.org\/doi\/10.1137\/21M1413146"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2022,10,25]]},"references-count":40,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2022,12,31]]}},"alternative-id":["10.1137\/21M1413146"],"URL":"https:\/\/doi.org\/10.1137\/21m1413146","relation":{},"ISSN":["2166-2525"],"issn-type":[{"type":"electronic","value":"2166-2525"}],"subject":[],"published":{"date-parts":[[2022,10,25]]}}}