Sequential Design of Computer Experiments for the Computation of Bayesian Model Evidence
DOI10.1137/20M1320432zbMath1462.62500OpenAlexW3130280819MaRDI QIDQ5858425
Wolfgang Nowak, Emily Cooke, Michael Sinsbeck
Publication date: 13 April 2021
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/20m1320432
marginal likelihoodBayesian model selectionactive learningadaptive samplingsurrogate modelsGaussian process emulators
Gaussian processes (60G15) Optimal statistical designs (62K05) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35) Probabilistic models, generic numerical methods in probability and statistics (65C20) Sequential statistical design (62L05)
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Cites Work
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