Uncertainty calibration for probabilistic projection methods

DOI10.1007/S11222-021-10031-9MaRDI QIDQ2058797zbMATH OpenOpenAlexFDO

Authors Vladimir Fanaskov

Publication date 9 December 2021

Published in Statistics and Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11222-021-10031-9

zbMATH Keywords

probabilistic numerical methodsprojection methodsuncertainty quantification

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Recommendations

• Probabilistic interpretation of linear solvers
• Probabilistic linear solvers: a unifying view
• Probabilistic numerics and uncertainty in computations
• Bayesian Probabilistic Numerical Methods
• Bayesian Projected Calibration of Computer Models

Cites work

• A Bayesian conjugate gradient method (with discussion)
• Bandit algorithms
• Computational fluid mechanics and heat transfer
• Handbook of statistical distributions with applications
• scientific article; zbMATH DE number 1012640 (Why is no real title available?)
• scientific article; zbMATH DE number 1953444 (Why is no real title available?)
• Iterative solution of large sparse systems of equations
• Julia: a fresh approach to numerical computing
• Methods of conjugate gradients for solving linear systems
• Multilevel Filtering Preconditioners: Extensions to More General Elliptic Problems
• Predicting the output from a complex computer code when fast approximations are available
• Probabilistic interpretation of linear solvers
• Probabilistic linear solvers: a unifying view
• Quasi-Newton method: a new direction
• Survey of multifidelity methods in uncertainty propagation, inference, and optimization
• The finite element methods for elliptic problems.

Cited in

(4)

• On Discrete Least-Squares Projection in Unbounded Domain with Random Evaluations and its Application to Parametric Uncertainty Quantification
• Probabilistic interpretation of linear solvers
• Statistical properties of BayesCG under the Krylov prior
• Improved probabilistic point estimation schemes for uncertainty analysis

This page was built for publication: Uncertainty calibration for probabilistic projection methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2058797)