Bayesian analysis of hierarchical multifidelity codes
From MaRDI portal
Abstract: This paper deals with the Gaussian process based approximation of a code which can be run at different levels of accuracy. This method, which is a particular case of co-kriging, allows us to improve a surrogate model of a complex computer code using fast approximations of it. In particular, we focus on the case of a large number of code levels on the one hand and on a Bayesian approach when we have two levels on the other hand. The main results of this paper are a new approach to estimate the model parameters which provides a closed form expression for an important parameter of the model (the scale factor), a reduction of the numerical complexity by simplifying the covariance matrix inversion, and a new Bayesian modelling that gives an explicit representation of the joint distribution of the parameters and that is not computationally expensive. A thermodynamic example is used to illustrate the comparison between 2-level and 3-level co-kriging.
Recommendations
- Objective Bayesian Analysis of a Cokriging Model for Hierarchical Multifidelity Codes
- Multifidelity Surrogate Modeling for Time-Series Outputs
- Multi-fidelity optimization via surrogate modelling
- Best linear unbiased prediction for multifidelity computer experiments
- Predicting the output from a complex computer code when fast approximations are available
Cited in
(27)- Multi-fidelity Gaussian process regression for prediction of random fields
- Multi-fidelity meta-modeling for reservoir engineering - application to history matching
- Best linear unbiased prediction for multifidelity computer experiments
- A generalized probabilistic learning approach for multi-fidelity uncertainty quantification in complex physical simulations
- Sequential design strategy for kriging and cokriging-based machine learning in the context of reservoir history-matching
- A bi-fidelity surrogate modeling approach for uncertainty propagation in three-dimensional hemodynamic simulations
- Bayesian learning of orthogonal embeddings for multi-fidelity Gaussian processes
- Nonhierarchical multi-model fusion using spatial random processes
- Simplified cross-correlation estimation for multi-fidelity surrogate cokriging models
- Multi-fidelity optimization via surrogate modelling
- Efficient sequential experimental design for surrogate modeling of nested codes
- Bayesian integrative analysis for multi-fidelity computer experiments
- Objective Bayesian Analysis of a Cokriging Model for Hierarchical Multifidelity Codes
- Comparison of Surrogate-Based Uncertainty Quantification Methods for Computationally Expensive Simulators
- An iterative multi‐fidelity approach for model order reduction of multidimensional input parametric PDE systems
- Multifidelity approaches for uncertainty quantification
- Fast prediction of aquifer thermal energy storage: a multicyclic metamodelling procedure
- Stacking Designs: Designing Multifidelity Computer Experiments with Target Predictive Accuracy
- Multifidelity Surrogate Modeling for Time-Series Outputs
- A finite element reduced-order model based on adaptive mesh refinement and artificial neural networks
- Active learning-assisted multi-fidelity surrogate modeling based on geometric transformation
- Multi-fidelity Gaussian process modeling with boundary information
- Recursive nearest neighbor co-kriging models for big multi-fidelity spatial data sets
- Bayesian Analysis of Multifidelity Computer Models With Local Features and Nonnested Experimental Designs: Application to the WRF Model
- On the construction of non-intrusive multifidelity models for computer codes with time-series output: comparison of three paradigms on a transient thermal problem
- Active Learning for a Recursive Non-Additive Emulator for Multi-Fidelity Computer Experiments
- Local transfer learning Gaussian process modeling, with applications to surrogate modeling of expensive computer simulators
This page was built for publication: Bayesian analysis of hierarchical multifidelity codes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5397871)
