A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs
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Cited in
(11)- Asymmetric Prior in Wavelet Shrinkage
- On the Bayesian calibration of computer model mixtures through experimental data, and the design of predictive models
- Bayesian wavelet shrinkage with beta priors
- Selection of polynomial chaos bases via Bayesian model uncertainty methods with applications to sparse approximation of PDEs with stochastic inputs
- Sliced-Inverse-Regression--Aided Rotated Compressive Sensing Method for Uncertainty Quantification
- Using automatic differentiation for compressive sensing in uncertainty quantification
- Enhancing sparsity of Hermite polynomial expansions by iterative rotations
- Spectral likelihood expansions for Bayesian inference
- Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs
- An adaptive WENO collocation method for differential equations with random coefficients
- Bayesian wavelet shrinkage with logistic prior
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