Bayesian learning of orthogonal embeddings for multi-fidelity Gaussian processes

DOI10.1016/j.cma.2021.114147OpenAlexW3047495759MaRDI QIDQ2246340

Valeria Andreoli, Panagiotis Tsilifis, Sayan Ghosh, Piyush Pandita, Thomas Vandeputte, Li-Ping Wang

Publication date: 16 November 2021

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

Full work available at URL: https://arxiv.org/abs/2008.02386

zbMATH Keywords

dimension reductionBayesian inferenceGaussian process regressionuncertainty propagationgeodesic Monte Carlomulti-fidelity simulations

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Bayesian inference (62F15) Monte Carlo methods (65C05)

Related Items (3)

Sequential Bayesian experimental design for estimation of extreme-event probability in stochastic input-to-response systems ⋮ Dual order-reduced Gaussian process emulators (DORGP) for quantifying high-dimensional uncertain crack growth using limited and noisy data ⋮ Variational inference for nonlinear inverse problems via neural net kernels: comparison to Bayesian neural networks, application to topology optimization

Uses Software

• LBFGS-B
• PRMLT

Cites Work

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