Coordinate transformation and polynomial chaos for the Bayesian inference of a Gaussian process with parametrized prior covariance function

DOI10.1016/J.CMA.2015.10.002zbMath1426.62096arXiv1501.03323OpenAlexW2963876936MaRDI QIDQ2631575

Omar M. Knio, Ihab Sraj, Olivier P. Le Maître, Ibrahim Hoteit

Publication date: 15 May 2019

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1501.03323

zbMATH Keywords

Markov chain Monte CarloBayesian inferencedimensionality reductionpolynomial chaosKarhunen-Loève expansion

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Gaussian processes (60G15) Bayesian inference (62F15)

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Uses Software

• BayesDA

Cites Work

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