Iterative construction of Gaussian process surrogate models for Bayesian inference

DOI10.1016/j.jspi.2019.11.002zbMath1437.62105arXiv1911.07227OpenAlexW2988784546WikidataQ126776645 ScholiaQ126776645MaRDI QIDQ2301102

Leen Alawieh, John B. Bell, Jonathan B. Goodman

Publication date: 28 February 2020

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1911.07227

zbMATH Keywords

Bayesian inferenceactive learningMCMCGaussian process regressionsurrogate models

Mathematics Subject Classification ID

Gaussian processes (60G15) Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Learning and adaptive systems in artificial intelligence (68T05)

Uses Software

• EGO
• t-walk
• Rtwalk
• emcee

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