A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs

DOI10.1016/J.JCP.2014.12.034zbMATH Open1352.65634OpenAlexW2093879565MaRDI QIDQ729029FDOQ729029

Guang Lin, Georgios Karagiannis, Bledar A. Konomi

Publication date: 20 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2014.12.034

zbMATH Keywords

MCMCsparse approximationuncertainty quantificationgeneralized polynomial chaosstochastic PDEBayesian model uncertainty

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Probabilistic methods, particle methods, etc. for boundary value problems involving PDEs (65N75) PDEs with randomness, stochastic partial differential equations (35R60)

Cites Work

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Cited In (10)

• Bayesian wavelet shrinkage with logistic prior
• Asymmetric Prior in Wavelet Shrinkage
• Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs
• Enhancing sparsity of Hermite polynomial expansions by iterative rotations
• Spectral likelihood expansions for Bayesian inference
• Bayesian wavelet shrinkage with beta priors
• Using automatic differentiation for compressive sensing in uncertainty quantification
• Sliced-Inverse-Regression--Aided Rotated Compressive Sensing Method for Uncertainty Quantification
• On the Bayesian calibration of computer model mixtures through experimental data, and the design of predictive models
• An adaptive WENO collocation method for differential equations with random coefficients

Uses Software

• blasso
• FRK

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