Multi-output separable Gaussian process: towards an efficient, fully Bayesian paradigm for uncertainty quantification

DOI10.1016/J.JCP.2013.01.011zbMath1349.76760OpenAlexW1985926778MaRDI QIDQ346358

Bledar A. Konomi, Ilias Bilionis, Guang Lin, Nicholas Zabaras

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2013.01.011

zbMATH Keywords

Gaussian processstochastic partial differential equationsKronecker productBayesianuncertainty quantificationsurrogate modelsseparable covariance function

Mathematics Subject Classification ID

Stochastic analysis applied to problems in fluid mechanics (76M35)

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Uses Software

• Trilinos
• DOLFIN
• GSL
• sm
• PRMLT

Cites Work

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