Bayesian optimization of functional output in inverse problems

DOI10.1007/S11081-021-09677-1zbMATH Open1478.62227OpenAlexW3199380681MaRDI QIDQ2069152FDOQ2069152

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

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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)

Cites Work

• Efficient global optimization of expensive black-box functions
• Functional Data Analysis with R and MATLAB
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• Computing the distribution of quadratic forms in normal variables
• A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables
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• Defining probability density for a distribution of random functions
• The design and analysis of computer experiments
• Calculation of Gauss Quadrature Rules
• An introduction to the mathematical theory of inverse problems
• Application of Bayesian approach to numerical methods of global and stochastic optimization
• A non-stationary covariance-based Kriging method for metamodelling in engineering design
• Gaussian process modelling in approximate Bayesian computation to estimate horizontal gene transfer in bacteria
• Support points

Cited In (2)

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

Uses Software

• fda (R)
• EGO
• mlegp

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