Adaptive Hessian-Based Nonstationary Gaussian Process Response Surface Method for Probability Density Approximation with Application to Bayesian Solution of Large-Scale Inverse Problems

DOI10.1137/110851419zbMath1257.62035MaRDI 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

zbMATH Keywords

covariance function; Hessian; adjoint; curse of dimensionality; nonstationary; adaptive sampling; Bayesian inversion; membership probability; computer experimental designs

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

68U99: Computing methodologies and applications

62K20: Response surface designs