Systems of Gaussian process models for directed chains of solvers
From MaRDI portal
Publication:1988026
DOI10.1016/j.cma.2019.04.013zbMath1441.60005OpenAlexW2938939966WikidataQ128063431 ScholiaQ128063431MaRDI QIDQ1988026
Pietro Marco Congedo, Francois Sanson, Olivier P. Le Maître
Publication date: 16 April 2020
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
Full work available at URL: https://hal.inria.fr/hal-01829375/file/paper.pdf
Gaussian processes (60G15) Monte Carlo methods (65C05) Computational methods for problems pertaining to probability theory (60-08)
Related Items
Reweighting samples under covariate shift using a Wasserstein distance criterion ⋮ Adaptive experimental design for multi‐fidelity surrogate modeling of multi‐disciplinary systems ⋮ Dual order-reduced Gaussian process emulators (DORGP) for quantifying high-dimensional uncertain crack growth using limited and noisy data
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- A flexible uncertainty quantification method for linearly coupled multi-physics systems
- Multi-output local Gaussian process regression: applications to uncertainty quantification
- A Lanczos method for approximating composite functions
- Variance based sensitivity analysis of model output. Design and estimator for the total sensitivity index
- Adaptive sparse polynomial chaos expansion based on least angle regression
- Gaussian processes with built-in dimensionality reduction: applications to high-dimensional uncertainty propagation
- Polynomial meta-models with canonical low-rank approximations: numerical insights and comparison to sparse polynomial chaos expansions
- Uncertainty propagation using infinite mixture of gaussian processes and variational Bayesian inference
- Efficient global optimization of expensive black-box functions
- Differential evolution -- a simple and efficient heuristic for global optimization over continuous spaces
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Making best use of model evaluations to compute sensitivity indices
- Nested polynomial trends for the improvement of Gaussian process-based predictors
- Extreme value oriented random field discretization based on an hybrid polynomial chaos expansion -- Kriging approach
- Dimension reduction in stochastic modeling of coupled problems
- Efficient uncertainty propagation for network multiphysics systems
- A decomposition‐based approach to uncertainty analysis of feed‐forward multicomponent systems
- A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
- Spectral Methods for Uncertainty Quantification
- The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations
- Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
- An Exact Algorithm for Maximum Entropy Sampling
- Statistics for Spatial Data
- On the distribution of points in a cube and the approximate evaluation of integrals
- A Flexible Uncertainty Propagation Framework for General Multiphysics Systems
- Sequential Design with Mutual Information for Computer Experiments (MICE): Emulation of a Tsunami Model
- The origins of kriging
This page was built for publication: Systems of Gaussian process models for directed chains of solvers
