Scalable Bayesian Reduced-Order Models for Simulating High-Dimensional Multiscale Dynamical Systems

DOI10.1137/100783790zbMath1218.65014arXiv1001.2753OpenAlexW2053897782MaRDI QIDQ3009316

Elias Bilionis, Phaedon-Stelios Koutsourelakis

Publication date: 24 June 2011

Published in: Multiscale Modeling & Simulation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.2753

zbMATH Keywords

learning algorithmsdynamicsnumerical examplesmultiscaledimensionality reductionsequential inferenceBayesian adaptive time-integrationmacroscopic time scalesMonte Carlo samplers

Mathematics Subject Classification ID

Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15)

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