A finite element method for density estimation with Gaussian process priors
DOI10.1137/080736478zbMATH Open1211.65007OpenAlexW2022410676MaRDI QIDQ3069095FDOQ3069095
Authors: Michael Griebel, Markus Hegland 
Publication date: 24 January 2011
Published in: SIAM Journal on Numerical Analysis (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/0a251700c35fb748f4bf4de42125161d0a052fc6
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density estimationerror boundsGaussian processnumerical experimentsfinite elementsGalerkin methodNewton method
Numerical optimization and variational techniques (65K10) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Existence of optimal solutions to problems involving randomness (49J55) Newton-type methods (49M15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)
Cited In (13)
- An explicit link between Gaussian fields and Gaussian Markov random fields: the stochastic partial differential equation approach
- Opticom and the iterative combination technique for convex minimisation
- Stochastic dynamic models and Chebyshev splines
- Approximate maximum a posteriori with Gaussian process priors
- Density Estimation in RKHS with Application to Korobov Spaces in High Dimensions
- Gradient-based two-scale topology optimization with B-splines on sparse grids
- A randomized multi-index sequential Monte Carlo method
- From data to uncertainty: an efficient integrated data-driven sparse grid approach to propagate uncertainty
- Variational problems in machine learning and their solution with finite elements
- Preserving data moments in density estimation via diffusion using the finite element method
- Laplace approximation for logistic Gaussian process density estimation and regression
- Error Estimates for Multivariate Regression on Discretized Function Spaces
- A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs
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