Practical considerations when using sparse grids with Bayesian inference for parameter estimation
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Recommendations
- Adaptive sparse grid model order reduction for fast Bayesian estimation and inversion
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Cites work
- An adaptive hierarchical sparse grid collocation algorithm for the solution of stochastic differential equations
- Fast calculation of coefficients in the Smolyak algorithm
- Fitting multidimensional data using gradient penalties and the sparse grid combination technique
- High dimensional polynomial interpolation on sparse grids
- Higher order sparse grid methods for elliptic partial differential equations with variable coefficients
- Likelihood approximation by numerical integration on sparse grids
- Sparse grid collocation schemes for stochastic natural convection problems
Cited in
(3)- A sparse grid method for Bayesian uncertainty quantification with application to large eddy simulation turbulence models
- An adaptive sparse-grid iterative ensemble Kalman filter approach for parameter field estimation
- Characterising model dynamics using sparse grid interpolation: parameter estimation of cholera
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