Accurate Uncertainty Quantification Using Inaccurate Computational Models
From MaRDI portal
Publication:3162105
DOI10.1137/080733565zbMath1200.65002arXiv0808.3416OpenAlexW2017489029MaRDI QIDQ3162105
Phaedon-Stelios Koutsourelakis
Publication date: 19 October 2010
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0808.3416
Nonparametric regression and quantile regression (62G08) Bayesian inference (62F15) Monte Carlo methods (65C05)
Related Items (21)
Space-time multilevel Monte Carlo methods and their application to cardiac electrophysiology ⋮ A probabilistic generative model for semi-supervised training of coarse-grained surrogates and enforcing physical constraints through virtual observables ⋮ On the optimization of approximate control variates with parametrically defined estimators ⋮ Multilevel Estimation of Rare Events ⋮ Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization ⋮ Multifidelity approaches for optimization under uncertainty ⋮ Multifidelity approaches for uncertainty quantification ⋮ Challenges of order reduction techniques for problems involving polymorphic uncertainty ⋮ The cardiovascular system: Mathematical modelling, numerical algorithms and clinical applications ⋮ Deep nonparametric estimation of intrinsic data structures by chart autoencoders: generalization error and robustness ⋮ Free energy computations by minimization of Kullback-Leibler divergence: An efficient adaptive biasing potential method for sparse representations ⋮ Bi-fidelity variational auto-encoder for uncertainty quantification ⋮ Kernel-Based Approximation Methods for Partial Differential Equations: Deterministic or Stochastic Problems? ⋮ High-dimensional and higher-order multifidelity Monte Carlo estimators ⋮ Bi-fidelity stochastic gradient descent for structural optimization under uncertainty ⋮ A physics-aware, probabilistic machine learning framework for coarse-graining high-dimensional systems in the small data regime ⋮ A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness ⋮ Bayesian Model and Dimension Reduction for Uncertainty Propagation: Applications in Random Media ⋮ A generalized probabilistic learning approach for multi-fidelity uncertainty quantification in complex physical simulations ⋮ Finding optimal points for expensive functions using adaptive RBF-based surrogate model via uncertainty quantification ⋮ A Bandit-Learning Approach to Multifidelity Approximation
This page was built for publication: Accurate Uncertainty Quantification Using Inaccurate Computational Models
