Fast matrix algebra for Bayesian model calibration

DOI10.1080/00949655.2020.1850729MaRDI QIDQ5065288zbMATH OpenOpenAlexFDO

Authors Kellin N. Rumsey, Gabriel Huerta

Publication date 18 March 2022

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://www.osti.gov/biblio/1828021

zbMATH Keywords

likelihoodinversedeterminantfastBayesian model calibration

Mathematics Subject Classification ID

Statistics (62-XX) Numerical analysis or methods applied to Markov chains (65C40) Software, source code, etc. for problems pertaining to statistics (62-04) Bayesian problems; characterization of Bayes procedures (62C10) Software, source code, etc. for problems pertaining to approximations and expansions (41-04)

Cites work

• Bayesian calibration of computer models. (With discussion)
• Computer Model Calibration Using High-Dimensional Output
• Computer model validation with functional output
• Dealing with Measurement Uncertainties as Nuisance Parameters in Bayesian Model Calibration
• Dynamic Bayesian influenza forecasting in the United States with hierarchical discrepancy (with discussion)
• Modularization in Bayesian analysis, with emphasis on analysis of computer models
• Non-parametric sampling approximation via Voronoi tessellations
• On the positivity and magnitudes of Bayesian quadrature weights

Cited in

(4)

• scientific article; zbMATH DE number 2175062 (Why is no real title available?)
• A review on computer model calibration
• Fast matrix computations for functional additive models
• A localized ensemble of approximate Gaussian processes for fast sequential emulation

Describes a project that uses

Uses Software

• R

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