scientific article; zbMATH DE number 6733804

zbMath1364.62064MaRDI QIDQ5268658

Publication date: 20 June 2017

Full work available at URL: https://docs.lib.purdue.edu/cgi/viewcontent.cgi?article=1019&context=prism

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

inverse problems Bayesian inference uncertainty quantification stochastic collocation generalized polynomial chaos

Bayesian inference (62F15) Spectral, collocation and related methods for initial value and initial-boundary value problems involving PDEs (65M70) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)

Related Items (83)

A two-stage variable-separation Kalman filter for data assimilation ⋮ Estimation of dynamic systems using a method of characteristics filter ⋮ Bayesian model inversion using stochastic spectral embedding ⋮ Bayesian inversion using adaptive polynomial chaos kriging within subset simulation ⋮ Kalman filter parameter estimation for a nonlinear diffusion model of epithelial cell migration using stochastic collocation and the Karhunen-Loeve expansion ⋮ An efficient Bayesian uncertainty quantification approach with application to $k$-$\omega$-$\gamma$ transition modeling ⋮ Convergence of Probability Densities Using Approximate Models for Forward and Inverse Problems in Uncertainty Quantification ⋮ Low-rank separated representation surrogates of high-dimensional stochastic functions: application in Bayesian inference ⋮ Predictive RANS simulations via Bayesian model-scenario averaging ⋮ Uncertainty quantification for random Hamiltonian systems by using polynomial expansions and geometric integrators ⋮ An Acceleration Strategy for Randomize-Then-Optimize Sampling Via Deep Neural Networks ⋮ Rate-optimal refinement strategies for local approximation MCMC ⋮ About the uncertainty quantification of turbulence and cavitation models in cavitating flows simulations ⋮ Adaptive weighted least-squares polynomial chaos expansion with basis adaptivity and sequential adaptive sampling ⋮ Sampling-free linear Bayesian update of polynomial chaos representations ⋮ Chebyshev-Legendre spectral method and inverse problem analysis for the space fractional Benjamin-Bona-Mahony equation ⋮ Physics-informed Karhunen-Loéve and neural network approximations for solving inverse differential equation problems ⋮ Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework ⋮ Theory and methods for random differential equations: a survey ⋮ An hp‐adaptive multi‐element stochastic collocation method for surrogate modeling with information re‐use ⋮ Dynamic data-driven Bayesian GMsFEM ⋮ Bayesian Inverse Problems Are Usually Well-Posed ⋮ Projection pursuit adaptation on polynomial chaos expansions ⋮ On the convergence of the Laplace approximation and noise-level-robustness of Laplace-based Monte Carlo methods for Bayesian inverse problems ⋮ Analysis of a Computational Framework for Bayesian Inverse Problems: Ensemble Kalman Updates and MAP Estimators under Mesh Refinement ⋮ Residual-based error correction for neural operator accelerated Infinite-dimensional Bayesian inverse problems ⋮ A variational Bayesian method to inverse problems with impulsive noise ⋮ Diffusive Optical Tomography in the Bayesian Framework ⋮ Posterior consistency for Gaussian process approximations of Bayesian posterior distributions ⋮ A deterministic filter for non-Gaussian Bayesian estimation -- Applications to dynamical system estimation with noisy measurements ⋮ Random Sampling from Joint Probability Distributions Defined in a Bayesian Framework ⋮ Cardiovascular Modeling With Adapted Parametric Inference ⋮ Recursive maximum likelihood parameter estimation for state space systems using polynomial chaos theory ⋮ Adaptive multi-fidelity polynomial chaos approach to Bayesian inference in inverse problems ⋮ A gPC-intrusive Monte-Carlo scheme for the resolution of the uncertain linear Boltzmann equation ⋮ Bayesian inversion for steady flow in fractured porous media with contact on fractures and hydro-mechanical coupling ⋮ Demonstration of the relationship between sensitivity and identifiability for inverse uncertainty quantification ⋮ An adaptive reduced basis ANOVA method for high-dimensional Bayesian inverse problems ⋮ Kernel Methods for Bayesian Elliptic Inverse Problems on Manifolds ⋮ A parameter estimation method using linear response statistics: Numerical scheme ⋮ Uncertainty damping in kinetic traffic models by driver-assist controls ⋮ An efficient approach for quantifying parameter uncertainty in the SST turbulence model ⋮ Parallel Local Approximation MCMC for Expensive Models ⋮ Sequential Design of Computer Experiments for the Solution of Bayesian Inverse Problems ⋮ Error Bounds for Some Approximate Posterior Measures in Bayesian Inference ⋮ A note on tools for prediction under uncertainty and identifiability of SIR-like dynamical systems for epidemiology ⋮ A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness ⋮ Adaptive Gaussian Process Approximation for Bayesian Inference with Expensive Likelihood Functions ⋮ Multiscale model reduction method for Bayesian inverse problems of subsurface flow ⋮ Bayesian approach to inverse time-harmonic acoustic obstacle scattering with phaseless data generated by point source waves ⋮ An observation-driven time-dependent basis for a reduced description of transient stochastic systems ⋮ Bayesian Model Calibration with Interpolating Polynomials based on Adaptively Weighted Leja Nodes ⋮ An Adaptive Surrogate Modeling Based on Deep Neural Networks for Large-Scale Bayesian Inverse Problems ⋮ Cholesky-Based Experimental Design for Gaussian Process and Kernel-Based Emulation and Calibration ⋮ Ensemble level multiscale finite element and preconditioner for channelized systems and applications ⋮ Identification of Bayesian posteriors for coefficients of chaos expansions ⋮ Bayesian inference with optimal maps ⋮ Accurate Solution of Bayesian Inverse Uncertainty Quantification Problems Combining Reduced Basis Methods and Reduction Error Models ⋮ Stochastic finite element methods for partial differential equations with random input data ⋮ Parameter identification for phase-field modeling of fracture: a Bayesian approach with sampling-free update ⋮ Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems ⋮ Spectral likelihood expansions for Bayesian inference ⋮ Stochastic reduced order models for inverse problems under uncertainty ⋮ Bayesian Probabilistic Numerical Methods in Time-Dependent State Estimation for Industrial Hydrocyclone Equipment ⋮ Multilevel Adaptive Sparse Leja Approximations for Bayesian Inverse Problems ⋮ Data-driven forward discretizations for Bayesian inversion ⋮ A transport-based multifidelity preconditioner for Markov chain Monte Carlo ⋮ A Function Emulation Approach for Doubly Intractable Distributions ⋮ Adaptive reduced-basis generation for reduced-order modeling for the solution of stochastic nondestructive evaluation problems ⋮ Polynomial surrogates for Bayesian traveltime tomography ⋮ Parameter estimation using polynomial chaos and maximum likelihood ⋮ Semi-parametric adjustment to computer models ⋮ Identification of Properties of Stochastic Elastoplastic Systems ⋮ Stein Variational Reduced Basis Bayesian Inversion ⋮ Gaussian process regression and conditional polynomial chaos for parameter estimation ⋮ Adaptive sampling-based quadrature rules for efficient Bayesian prediction ⋮ Variational inference for nonlinear inverse problems via neural net kernels: comparison to Bayesian neural networks, application to topology optimization ⋮ Unnamed Item ⋮ On the local Lipschitz stability of Bayesian inverse problems ⋮ Combining polynomial chaos expansions and the random variable transformation technique to approximate the density function of stochastic problems, including some epidemiological models ⋮ Stochastic Collocation Algorithms Using $l_1$-Minimization for Bayesian Solution of Inverse Problems ⋮ Convergence of spectral likelihood approximation based on q-Hermite polynomials for Bayesian inverse problems ⋮ Efficient computation of unsteady flow in complex river systems with uncertain inputs

Uses Software

KDE Toolbox

This page was built for publication: