Uncertainty quantification and optimal decisions
From MaRDI portal
Publication:4647203
DOI10.1098/rspa.2017.0115zbMath1406.91084OpenAlexW2608215077WikidataQ54855399 ScholiaQ54855399MaRDI QIDQ4647203
No author found.
Publication date: 4 January 2019
Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1098/rspa.2017.0115
Related Items
Stochastic isotropic hyperelastic materials: constitutive calibration and model selection, Likely equilibria of stochastic hyperelastic spherical shells and tubes, Likely cavitation in stochastic elasticity, Likely equilibria of the stochastic Rivlin cube
Uses Software
Cites Work
- Bridging the ensemble Kalman filter and particle filters: The adaptive Gaussian mixture filter
- Value of information in closed-loop reservoir management
- Levenberg-Marquardt forms of the iterative ensemble smoother for efficient history matching and uncertainty quantification
- A taxonomy of global optimization methods based on response surfaces
- The theory and practice of revenue management
- The origins of computer weather prediction and climate modeling
- A Stochastic Newton MCMC Method for Large-Scale Statistical Inverse Problems with Application to Seismic Inversion
- Approximate Dynamic Programming
- Handbook of Markov Chain Monte Carlo
- Finite Volume Methods for Hyperbolic Problems
- Upscaling: a review
- Probabilistic Forecasting and Bayesian Data Assimilation
- Data Assimilation
- The ensemble Kalman filter for combined state and parameter estimation
- A Computational Framework for Infinite-Dimensional Bayesian Inverse Problems Part I: The Linearized Case, with Application to Global Seismic Inversion
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
