Adaptive Hessian-Based Nonstationary Gaussian Process Response Surface Method for Probability Density Approximation with Application to Bayesian Solution of Large-Scale Inverse Problems
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Publication:4908642
DOI10.1137/110851419zbMath1257.62035OpenAlexW1985930395MaRDI QIDQ4908642
Omar Ghattas, David M. Higdon, Tan Bui-Thanh
Publication date: 6 March 2013
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/aa8876654e7cdd64b858af5a420a674f12f948be
covariance functionHessianadjointcurse of dimensionalitynonstationaryadaptive samplingBayesian inversionmembership probabilitycomputer experimental designs
Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Computing methodologies and applications (68U99) Response surface designs (62K20)
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