Sampling of Bayesian posteriors with a non-Gaussian probabilistic learning on manifolds from a small dataset

DOI10.1007/s11222-020-09954-6zbMath1452.62987arXiv1910.12717OpenAlexW3033803740MaRDI QIDQ2209715

Christophe Desceliers, Christian Soize, Roger G. Ghanem

Publication date: 4 November 2020

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

Full work available at URL: https://arxiv.org/abs/1910.12717

zbMATH Keywords

manifoldsprobabilistic learningmachine learninguncertainty quantificationBayesian posteriornon-Gaussiandata drivendata sciencessmall dataset

Mathematics Subject Classification ID

Statistics on manifolds (62R30) Applications of statistics to biology and medical sciences; meta analysis (62P10) Learning and adaptive systems in artificial intelligence (68T05) Statistical aspects of big data and data science (62R07)

Related Items (11)

Probabilistic learning inference of boundary value problem with uncertainties based on Kullback-Leibler divergence under implicit constraints ⋮ Model reduction of linear dynamical systems via balancing for Bayesian inference ⋮ Computational stochastic homogenization of heterogeneous media from an elasticity random field having an uncertain spectral measure ⋮ Probabilistic learning on manifolds (PLoM) with partition ⋮ Updating an uncertain and expensive computational model in structural dynamics based on one single target FRF using a probabilistic learning tool ⋮ Probabilistic-learning-based stochastic surrogate model from small incomplete datasets for nonlinear dynamical systems ⋮ Probabilistic learning constrained by realizations using a weak formulation of Fourier transform of probability measures ⋮ Polynomial-chaos-based conditional statistics for probabilistic learning with heterogeneous data applied to atomic collisions of helium on graphite substrate ⋮ Measurements-based constrained control optimization in presence of uncertainties with application to the driver commands for high-speed trains ⋮ Probabilistic learning on manifolds constrained by nonlinear partial differential equations for small datasets ⋮ Normal-Bundle Bootstrap

Uses Software

• WinBUGS
• PMTK
• pyuvdata

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