Multifidelity Surrogate Modeling for Time-Series Outputs

DOI10.1137/20m1386694zbMath1515.62053arXiv2109.11374OpenAlexW4221155417MaRDI QIDQ6164166

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Publication date: 30 June 2023

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.11374

zbMATH Keywords

Gaussian processesdimension reductiontensorized covariancetime-series outputs

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Bayesian inference (62F15)

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