Bayesian optimization of functional output in inverse problems

DOI10.1007/S11081-021-09677-1MaRDI QIDQ2069152zbMATH OpenOpenAlexFDO

Authors Chaofan Huang, Yi Ren, Emily K. McGuinness, Mark D. Losego, Ryan P. Lively, V. Roshan Joseph

Publication date 20 January 2022

Published in Optimization and Engineering (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11081-021-09677-1

zbMATH Keywords

Gaussian processfunctional principal component analysisexpected improvementmodel calibrationgeneralized chi-square distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Factor analysis and principal components; correspondence analysis (62H25) Numerical mathematical programming methods (65K05) Sequential statistical design (62L05) Functional data analysis (62R10) Inverse problems in optimal control (49N45)

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Cites work

• A Simplex Method for Function Minimization
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• A non-stationary covariance-based Kriging method for metamodelling in engineering design
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• An introduction to the mathematical theory of inverse problems
• Application of Bayesian approach to numerical methods of global and stochastic optimization
• Bayesian calibration of computer models. (With discussion)
• Bayesian optimization for likelihood-free inference of simulator-based statistical models
• Calculation of Gauss Quadrature Rules
• Computing the distribution of quadratic forms in normal variables
• Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods
• Defining probability density for a distribution of random functions
• Efficient global optimization of expensive black-box functions
• Functional Data Analysis with R and MATLAB
• Functional data analysis.
• Gaussian process modelling in approximate Bayesian computation to estimate horizontal gene transfer in bacteria
• Gaussian processes for machine learning.
• Kernels for vector-valued functions: a review
• Maximum projection designs for computer experiments
• Parameter Estimation of Partial Differential Equation Models
• Support points
• The design and analysis of computer experiments

Cited in

(2)

• Multi-fidelity Bayesian optimization to solve the inverse Stefan problem
• Optimization methods in inverse problems and applications to science and engineering

Describes a project that uses

Uses Software

• mlegp
• EGO
• fda (R)

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