Variational Bayesian strategies for high-dimensional, stochastic design problems

DOI10.1016/j.jcp.2015.12.031zbMath1351.62073arXiv1507.06759OpenAlexW2199407491MaRDI QIDQ729450

Phaedon-Stelios Koutsourelakis

Publication date: 20 December 2016

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

Full work available at URL: https://arxiv.org/abs/1507.06759

zbMATH Keywords

optimizationdimensionality reductionvariational Bayesuncertainty quantificationdictionary learning

Mathematics Subject Classification ID

Related Items (3)

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Uses Software

• PRMLT

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