A theoretical framework of the scaled Gaussian stochastic process in prediction and calibration

DOI10.48550/arXiv.1807.03829zbMath1498.62016arXiv1807.03829MaRDI QIDQ96361

Long Wang, Mengyang Gu, Fangzheng Xie

Publication date: 10 July 2018

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.03829

zbMATH Keywords

convergence; interpretability; model misspecification; Bayesian prior; orthogonal series representation; scaled Gaussian stochastic process prior

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62F15: Bayesian inference

62P30: Applications of statistics in engineering and industry; control charts

62A01: Foundations and philosophical topics in statistics

Related Items

Penalized Projected Kernel Calibration for Computer Models, Probabilistic forecast of nonlinear dynamical systems with uncertainty quantification, RobustCalibration

Uses Software

• L-BFGS
• deSolve
• diffEq

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