A Bayesian mixed shrinkage prior procedure for spatial-stochastic basis selection and evaluation of gPC expansions: applications to elliptic SPDEs
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Publication:729029
DOI10.1016/J.JCP.2014.12.034zbMATH Open1352.65634OpenAlexW2093879565MaRDI QIDQ729029FDOQ729029
Authors: Georgios Karagiannis, Bledar A. Konomi, Guang Lin 
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
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Cited In (11)
- 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
- 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
- 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
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