Output-weighted optimal sampling for Bayesian regression and rare event statistics using few samples

DOI10.1098/rspa.2019.0834zbMath1439.62177arXiv1907.07552OpenAlexW3008768523WikidataQ90576724 ScholiaQ90576724MaRDI QIDQ5114256

Themistoklis P. Sapsis

Publication date: 21 June 2020

Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.07552

zbMATH Keywords

active learningBayesian regressionoptimal experimental designoptimal samplingrare extreme events

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Bayesian inference (62F15) Sampling theory, sample surveys (62D05)

Related Items (7)

Bayesian optimization with output-weighted optimal sampling ⋮ APIK: Active Physics-Informed Kriging Model with Partial Differential Equations ⋮ Output-weighted and relative entropy loss functions for deep learning precursors of extreme events ⋮ Bayesian inference on the Allee effect in cancer cell line populations using time-lapse microscopy images ⋮ Multifidelity Bayesian Experimental Design to Quantify Rare-Event Statistics ⋮ Surrogate-based sequential Bayesian experimental design using non-stationary Gaussian processes ⋮ Output-Weighted Optimal Sampling for Bayesian Experimental Design and Uncertainty Quantification

Cites Work

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• Statistical dynamical model to predict extreme events and anomalous features in shallow water waves with abrupt depth change
• Sequential sampling strategy for extreme event statistics in nonlinear dynamical systems
• Linear Models in Statistics

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