Multifidelity Information Fusion Algorithms for High-Dimensional Systems and Massive Data sets

DOI10.1137/15M1055164zbMath1342.62110OpenAlexW2465244584MaRDI QIDQ5739794

Paris Perdikaris, Daniele Venturi, George Em. Karniadakis

Publication date: 20 July 2016

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/15m1055164

zbMATH Keywords

Gaussian processesmachine learningbig datauncertainty quantificationhigh dimensionsresponse surfacesmultifidelity modeling

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05) Reasoning under uncertainty in the context of artificial intelligence (68T37)

Related Items (20)

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Uses Software

• GUI-HDMR
• Algorithm 457
• Virtual library

Cites Work

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• Predicting the output from a complex computer code when fast approximations are available
• RECURSIVE CO-KRIGING MODEL FOR DESIGN OF COMPUTER EXPERIMENTS WITH MULTIPLE LEVELS OF FIDELITY
• Algorithm 457: finding all cliques of an undirected graph
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

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