Bayesian adaptation of chaos representations using variational inference and sampling on geodesics
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geodesic flowsHamiltonian Monte Carlomatrix-Langevin distributionpolynomial chaosStiefel manifoldvariational inference
Dynamical systems of geometric origin and hyperbolicity (geodesic and horocycle flows, etc.) (37D40) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) General second-order stochastic processes (60G12) Gaussian processes (60G15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Bayesian inference (62F15)
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Cited in
(16)- Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints
- Solution of the 3D density-driven groundwater flow problem with uncertain porosity and permeability
- Sampling of Bayesian posteriors with a non-Gaussian probabilistic learning on manifolds from a small dataset
- Compressive sensing adaptation for polynomial chaos expansions
- Surrogate-based sequential Bayesian experimental design using non-stationary Gaussian processes
- Accelerated basis adaptation in homogeneous chaos spaces
- Bayesian learning of orthogonal embeddings for multi-fidelity Gaussian processes
- Coordinate transformation and polynomial chaos for the Bayesian inference of a Gaussian process with parametrized prior covariance function
- Compressed principal component analysis of non-Gaussian vectors
- Probabilistic learning on manifolds (PLoM) with partition
- Updating an uncertain and expensive computational model in structural dynamics based on one single target FRF using a probabilistic learning tool
- Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems
- An active sparse polynomial chaos expansion approach based on sequential relevance vector machine
- Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate
- Sparse polynomial chaos expansions using variational relevance vector machines
- Adaptive sampling-based quadrature rules for efficient Bayesian prediction
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