Multi-output separable Gaussian process: towards an efficient, fully Bayesian paradigm for uncertainty quantification

DOI10.1016/J.JCP.2013.01.011zbMATH Open1349.76760OpenAlexW1985926778MaRDI QIDQ346358FDOQ346358

Authors: I. Bilionis, Nicholas Zabaras, Bledar A. Konomi, Guang Lin 

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2013.01.011

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zbMATH Keywords

Bayesianstochastic partial differential equationsGaussian processuncertainty quantificationKronecker productsurrogate modelsseparable covariance function

Mathematics Subject Classification ID

Stochastic analysis applied to problems in fluid mechanics (76M35)

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Cited In (64)

• Adversarial uncertainty quantification in physics-informed neural networks
• Physics-constrained deep learning for high-dimensional surrogate modeling and uncertainty quantification without labeled data
• Deep UQ: learning deep neural network surrogate models for high dimensional uncertainty quantification
• A surrogate assisted adaptive framework for robust topology optimization
• VI-DGP: a variational inference method with deep generative prior for solving high-dimensional inverse problems
• Functional emulation of high resolution tsunami modelling over cascadia
• Gaussian process surrogates for failure detection: a Bayesian experimental design approach
• A Low-Rank Approximated Multiscale Method for Pdes With Random Coefficients
• High-Dimensional Nonlinear Multi-Fidelity Model with Gradient-Free Active Subspace Method
• A probabilistic generative model for semi-supervised training of coarse-grained surrogates and enforcing physical constraints through virtual observables
• Flexible Correlation Structure for Accurate Prediction and Uncertainty Quantification in Bayesian Gaussian Process Emulation of a Computer Model
• A physics-aware, probabilistic machine learning framework for coarse-graining high-dimensional systems in the small data regime
• Deep coregionalization for the emulation of simulation-based spatial-temporal fields
• Iterative construction of Gaussian process surrogate models for Bayesian inference
• Surrogate-based sequential Bayesian experimental design using non-stationary Gaussian processes
• The role of surrogate models in the development of digital twins of dynamic systems
• Simulator-free solution of high-dimensional stochastic elliptic partial differential equations using deep neural networks
• Bayesian multiscale deep generative model for the solution of high-dimensional inverse problems
• Inverse regression-based uncertainty quantification algorithms for high-dimensional models: theory and practice
• Uncertainty propagation using infinite mixture of gaussian processes and variational Bayesian inference
• Adaptive Simulation Selection for the Discovery of the Ground State Line of Binary Alloys with a Limited Computational Budget
• Deep multiscale model learning
• Reduced-order deep learning for flow dynamics. The interplay between deep learning and model reduction
• Conditional deep surrogate models for stochastic, high-dimensional, and multi-fidelity systems
• Full scale multi-output Gaussian process emulator with nonseparable auto-covariance functions
• Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
• Uncertainty quantification for complex systems with very high dimensional response using Grassmann manifold variations
• Multidimensional adaptive relevance vector machines for uncertainty quantification
• On the Bayesian treed multivariate Gaussian process with linear model of coregionalization
• Bayesian Model and Dimension Reduction for Uncertainty Propagation: Applications in Random Media
• Bayesian model calibration and optimization of surfactant-polymer flooding
• Multi-output local Gaussian process regression: applications to uncertainty quantification
• Structured Bayesian Gaussian process latent variable model: applications to data-driven dimensionality reduction and high-dimensional inversion
• On the Bayesian calibration of computer model mixtures through experimental data, and the design of predictive models
• Nested polynomial trends for the improvement of Gaussian process-based predictors
• Transfer learning based multi-fidelity physics informed deep neural network
• Multifidelity approaches for uncertainty quantification
• Uncertainty quantification in numerical simulation of particle-laden flows
• A Bayesian multiscale deep learning framework for flows in random media
• A novel sequential method to train physics informed neural networks for Allen Cahn and Cahn Hilliard equations
• Surrogate assisted active subspace and active subspace assisted surrogate -- a new paradigm for high dimensional structural reliability analysis
• Surrogate modeling of high-dimensional problems via data-driven polynomial chaos expansions and sparse partial least square
• Calibrate, emulate, sample
• Gaussian processes with built-in dimensionality reduction: applications to high-dimensional uncertainty propagation
• Dynamic data-driven Bayesian GMsFEM
• Manifold learning for the emulation of spatial fields from computational models
• Bayesian deep convolutional encoder-decoder networks for surrogate modeling and uncertainty quantification
• Bayesian learning of orthogonal embeddings for multi-fidelity Gaussian processes
• An adaptive WENO collocation method for differential equations with random coefficients
• An encoder-decoder deep surrogate for reverse time migration in seismic imaging under uncertainty
• A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs
• Simulation of the 3D hyperelastic behavior of ventricular myocardium using a finite-element based neural-network approach
• Learning to solve Bayesian inverse problems: an amortized variational inference approach using Gaussian and flow guides
• An efficient metamodeling approach for uncertainty quantification of complex systems with arbitrary parameter probability distributions
• An additive approximate Gaussian process model for large spatio-temporal data
• Uncertainty modeling and propagation for groundwater flow: a comparative study of surrogates
• Bayesian latent variable co-kriging model in remote sensing for quality flagged observations
• Transformers for modeling physical systems
• Neural operator induced Gaussian process framework for probabilistic solution of parametric partial differential equations
• Probabilistic physics-guided transfer learning for material property prediction in extrusion deposition additive manufacturing
• A hybrid data-driven-physics-constrained Gaussian process regression framework with deep kernel for uncertainty quantification
• Intercorrelated random fields with bounds and the Bayesian identification of their parameters: Application to linear elastic struts and fibers
• Diffusion maps-based surrogate modeling: an alternative machine learning approach
• Weak neural variational inference for solving Bayesian inverse problems \textit{without} forward models: applications in elastography

Uses Software

• Trilinos
• DOLFIN
• GSL
• sm
• PRMLT

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