Comparison of Surrogate-Based Uncertainty Quantification Methods for Computationally Expensive Simulators
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Publication:5269870
DOI10.1137/15M1046812MaRDI QIDQ5269870FDOQ5269870
Authors:
Publication date: 28 June 2017
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1511.00926
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Gaussian processes (60G15) Probabilistic models, generic numerical methods in probability and statistics (65C20) Orthogonal polynomials and functions of hypergeometric type (Jacobi, Laguerre, Hermite, Askey scheme, etc.) (33C45)
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Cited In (15)
- A data-driven framework for sparsity-enhanced surrogates with arbitrary mutually dependent randomness
- SAV decoupled ensemble algorithms for fast computation of Stokes-Darcy flow ensembles
- Bayesian-validated computer-simulation surrogates for optimization and design: Error estimates and applications
- Multigroup-like MC resolution of generalised polynomial chaos reduced models of the uncertain linear Boltzmann equation (+discussion on hybrid intrusive/non-intrusive uncertainty propagation)
- On the merits of sparse surrogates for global sensitivity analysis of multi-scale nonlinear problems: application to turbulence and fire-spotting model in wildland fire simulators
- Residual Gaussian process: a tractable nonparametric Bayesian emulator for multi-fidelity simulations
- Uncertainty modeling and propagation for groundwater flow: a comparative study of surrogates
- Image inversion and uncertainty quantification for constitutive laws of pattern formation
- On the construction of uncertain time series surrogates using polynomial chaos and Gaussian processes
- Surrogate-Based Ensemble Grouping Strategies for Embedded Sampling-Based Uncertainty Quantification
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