Adaptive experiment design for probabilistic integration

DOI10.1016/J.CMA.2020.113035zbMATH Open1442.65027OpenAlexW3016239741MaRDI QIDQ2184342FDOQ2184342

Authors: Pengfei Wei, Xing Zhang, Michael A. Beer 

Publication date: 28 May 2020

Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cma.2020.113035

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zbMATH Keywords

Bayesian inferenceGaussian process regressionepistemic uncertaintykernel functionexperiment designprobabilistic integration

Mathematics Subject Classification ID

Bayesian inference (62F15) Optimal statistical designs (62K05) Numerical integration (65D30)

Cites Work

• Probabilistic integration: a role in statistical computation?
• Probabilistic numerics and uncertainty in computations
• Numerical integration using sparse grids
• Bayes-Hermite quadrature
• Control Functionals for Monte Carlo Integration
• A new variance-based global sensitivity analysis technique
• Optimal Latin-hypercube designs for computer experiments
• Bayesian Probabilistic Numerical Methods
• On the use of low discrepancy sequences in Monte Carlo methods
• Symmetry exploits for Bayesian cubature methods
• Fast automatic Bayesian cubature using lattice sampling
• Comment: unreasonable effectiveness of Monte Carlo

Cited In (8)

• Collaborative and adaptive Bayesian optimization for bounding variances and probabilities under hybrid uncertainties
• Novel gradient-enhanced Bayesian neural networks for uncertainty propagation
• A new Bayesian probabilistic integration framework for hybrid uncertainty propagation
• The soft Monte Carlo method
• A multi-region active learning kriging method for response distribution construction of highly nonlinear problems
• Bounds optimization of model response moments: a twin-engine Bayesian active learning method
• Stochastic analysis of structures under limited observations using kernel density estimation and arbitrary polynomial chaos expansion
• Sampling-based adaptive Bayesian quadrature for probabilistic model updating

Uses Software

• AK-MCS

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