Gaussian process regression and conditional polynomial chaos for parameter estimation

DOI10.1016/j.jcp.2020.109520zbMath1437.62334arXiv1908.00424OpenAlexW3022916086MaRDI QIDQ781985

D. Kharzeev

Publication date: 21 July 2020

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

Full work available at URL: https://arxiv.org/abs/1908.00424

zbMATH Keywords

Markov chain Monte Carlo methodKL expansionconditional Gaussian process regressionconditional gPC surrogate

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Monte Carlo methods (65C05)

Related Items (2)

Physics-informed Karhunen-Loéve and neural network approximations for solving inverse differential equation problems ⋮ Physics-informed machine learning method with space-time Karhunen-Loève expansions for forward and inverse partial differential equations

Uses Software

• Matlab
• DREAM

Cites Work

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