Structured Bayesian Gaussian process latent variable model: applications to data-driven dimensionality reduction and high-dimensional inversion

DOI10.1016/j.jcp.2018.12.037zbMath1451.62095arXiv1807.04302OpenAlexW2838828138WikidataQ114666192 ScholiaQ114666192MaRDI QIDQ2214630

Steven Atkinson, Nicholas Zabaras

Publication date: 10 December 2020

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.04302

zbMATH Keywords

Gaussian processesstochastic partial differential equationsBayesian inferenceuncertainty quantificationvariational inferencesurrogate models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Bayesian inference (62F15) Inverse problems for PDEs (35R30) PDEs with randomness, stochastic partial differential equations (35R60)

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Uses Software

• mftoolbox
• PRMLT

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