Emulating complex dynamical simulators with random Fourier features

DOI10.1137/22M147339XMaRDI QIDQ6587625zbMATH OpenFDO

Authors Hossein Mohammadi, Peter G. Challenor, Marc Goodfellow

Publication date 14 August 2024

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

Full work available at URL https://doi.org/10.1137/22M147339X

zbMATH Keywords

dynamical simulatoremulationGaussian processrandom Fourier features

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Gaussian processes (60G15) Statistical sampling theory and related topics (62D99) Nonparametric regression and quantile regression (62G08) Inference from stochastic processes and prediction (62M20)

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Cited in

(1)

• Random Fourier features based Gaussian process models for stochastic simulations

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