Gaussian process regression and conditional polynomial chaos for parameter estimation (Q781985): Difference between revisions

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+A Fast and Scalable Method for A-Optimal Design of Experiments for Infinite-dimensional Bayesian Nonlinear Inverse Problems
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+Adaptive Sparse Grid Model Order Reduction for Fast Bayesian Estimation and Inversion
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+A Least-Squares Method for Sparse Low Rank Approximation of Multivariate Functions
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+Data-driven model reduction for the Bayesian solution of inverse problems
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+Non-intrusive low-rank separated approximation of high-dimensional stochastic models
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+Gradient-based optimization for regression in the functional tensor-train format
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+Numerical methods for experimental design of large-scale linear ill-posed inverse problems
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+Compressive sampling of polynomial chaos expansions: convergence analysis and sampling strategies
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+A regularizing Levenberg - Marquardt scheme, with applications to inverse groundwater filtration problems
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+Conditional Simulation of Flow in Heterogeneous Porous Media with the Probabilistic Collocation Method
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+Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
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+Stochastic spectral methods for efficient Bayesian solution of inverse problems
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+A Sparse Grid Stochastic Collocation Method for Partial Differential Equations with Random Input Data
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+Conditional stochastic simulations of flow and transport with Karhunen-Loève expansions, stochastic collocation, and sequential Gaussian simulation
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+Karhunen-Loève approximation of random fields by generalized fast multipole methods
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+A Family of Trust-Region-Based Algorithms for Unconstrained Minimization with Strong Global Convergence Properties
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+Inverse problems: A Bayesian perspective
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+High-Order Collocation Methods for Differential Equations with Random Inputs
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+The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
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+STOCHASTIC COLLOCATION ALGORITHMS USING l1-MINIMIZATION
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+Reweighted \(\ell_1\) minimization method for stochastic elliptic differential equations
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