Fast matrix algebra for Bayesian model calibration

DOI10.1080/00949655.2020.1850729OpenAlexW3113943834MaRDI QIDQ5065288FDOQ5065288

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

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

Cited In (4)

• Title not available (Why is that?)
• A review on computer model calibration
• Fast matrix computations for functional additive models
• A localized ensemble of approximate Gaussian processes for fast sequential emulation

Uses Software

• R

This page was built for publication: Fast matrix algebra for Bayesian model calibration

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5065288)