Data-driven stochastic inversion via functional quantization

DOI10.1007/s11222-019-09888-8zbMath1436.62716OpenAlexW2972880009WikidataQ127238858 ScholiaQ127238858MaRDI QIDQ2302505

Céline Helbert, Mohamed Reda El Amri, Olivier Lepreux, Delphine Sinoquet, Miguel Munoz Zuniga, Clémentine Prieur

Publication date: 26 February 2020

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

Full work available at URL: https://hal-ifp.archives-ouvertes.fr/hal-02291766/file/Data-drivenStochasticInversion_HAL.pdf

zbMATH Keywords

data reductionset estimationGaussian process modelsKarhunen-Loève expansionfunctional random variablefunctional quantization

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Factor analysis and principal components; correspondence analysis (62H25) Gaussian processes (60G15) Functional data analysis (62R10) Applications of statistics to environmental and related topics (62P12) Sequential statistical design (62L05)

Related Items (5)

Properties and generation of representative points of the exponential distribution ⋮ Feasible set estimation under functional uncertainty by Gaussian process modelling ⋮ A sampling criterion for constrained Bayesian optimization with uncertainties ⋮ A SUR version of the Bichon criterion for excursion set estimation ⋮ Three kinds of discrete approximations of statistical multivariate distributions and their applications

Uses Software

• DiceKriging
• DiceOptim
• KrigInv

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