Gaussian process surrogates for failure detection: a Bayesian experimental design approach
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Publication:2375069
DOI10.1016/j.jcp.2016.02.053zbMath1349.62360arXiv1509.04613OpenAlexW2270760299MaRDI QIDQ2375069
Hongqiao Wang, Jinglai Li, Guang Lin
Publication date: 5 December 2016
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1509.04613
Monte CarloGaussian processesBayesian inferenceuncertainty quantificationexperimental designfailure detectionresponse surfaces
Bayesian inference (62F15) Monte Carlo methods (65C05) Reliability and life testing (62N05) Response surface designs (62K20)
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Clustered active-subspace based local Gaussian process emulator for high-dimensional and complex computer models ⋮ Sequential Bayesian experimental design for estimation of extreme-event probability in stochastic input-to-response systems ⋮ Multifidelity Bayesian Experimental Design to Quantify Rare-Event Statistics ⋮ A supermartingale approach to Gaussian process based sequential design of experiments ⋮ \texttt{CAMERA}: a method for cost-aware, adaptive, multifidelity, efficient reliability analysis ⋮ Active learning for saddle point calculation
Uses Software
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