Multidimensional Adaptive Relevance Vector Machines for Uncertainty Quantification

DOI10.1137/120861345zbMath1257.62024MaRDI QIDQ4908662

Nicholas Zabaras, Ilias Bilionis

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/f61e3152968cf02742ecb68fddff1b0263d0e0c2

zbMATH Keywords

adaptivity; sparse Bayesian learning; multioutput

Mathematics Subject Classification ID

62F15: Bayesian inference

62J99: Linear inference, regression

60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)

Uses Software

• ORTHPOL
• QUADPACK
• GSL