Adaptive experiment design for probabilistic integration

DOI10.1016/J.CMA.2020.113035MaRDI QIDQ2184342zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Bayesian inferenceGaussian process regressionepistemic uncertaintykernel functionexperiment designprobabilistic integration

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(9)

• Collaborative and adaptive Bayesian optimization for bounding variances and probabilities under hybrid uncertainties
• Probabilistic integration: a role in statistical computation?
• The soft Monte Carlo method
• Novel gradient-enhanced Bayesian neural networks for uncertainty propagation
• A new Bayesian probabilistic integration framework for hybrid uncertainty propagation
• Bounds optimization of model response moments: a twin-engine Bayesian active learning method
• A multi-region active learning kriging method for response distribution construction of highly nonlinear problems
• 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

Describes a project that uses

Uses Software

• AK-MCS

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