Adaptive sampling-based quadrature rules for efficient Bayesian prediction
From MaRDI portal
Publication:782004
DOI10.1016/j.jcp.2020.109537zbMath1437.76043arXiv1907.08418OpenAlexW3025665987MaRDI QIDQ782004
L. M. M. van den Bos, W. A. A. M. Bierbooms, B. Sanderse
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/1907.08418
Bayesian inference (62F15) Probabilistic models, generic numerical methods in probability and statistics (65C20) Transonic flows (76H05) Stochastic analysis applied to problems in fluid mechanics (76M35) Numerical quadrature and cubature formulas (65D32)
Related Items (3)
Stable high-order cubature formulas for experimental data ⋮ Towards stability results for global radial basis function based quadrature formulas ⋮ Fast heat transfer simulation for laser powder bed fusion
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Lebesgue functions and Lebesgue constants in polynomial interpolation
- Bayesian estimates of parameter variability in the \(k-\varepsilon\) turbulence model
- Predictive RANS simulations via Bayesian model-scenario averaging
- Non-intrusive uncertainty quantification using reduced cubature rules
- Transformed density rejection with inflection points
- Construction of positive definite cubature formulae and approximation of functions via Voronoi tessellations
- Lectures on the nearest neighbor method
- Simple cubature formulas with high polynomial exactness
- Generation and application of multivariate polynomial quadrature rules
- A transport-based multifidelity preconditioner for Markov chain Monte Carlo
- A continuation multi level Monte Carlo (C-MLMC) method for uncertainty quantification in compressible inviscid aerodynamics
- Simplex-stochastic collocation method with improved scalability
- Bayesian Calibration of Computer Models
- Sparse, adaptive Smolyak quadratures for Bayesian inverse problems
- Adaptive Construction of Surrogates for the Bayesian Solution of Inverse Problems
- Sparse deterministic approximation of Bayesian inverse problems
- Simplex Stochastic Collocation with Random Sampling and Extrapolation for Nonhypercube Probability Spaces
- Introduction to Uncertainty Quantification
- Spectral Methods for Uncertainty Quantification
- Monotone Piecewise Cubic Interpolation
- Scattered Data Interpolation: Tests of Some Method
- Convergence of Probability Densities Using Approximate Models for Forward and Inverse Problems in Uncertainty Quantification
- Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
- Convergence analysis of surrogate-based methods for Bayesian inverse problems
- Random variate generation by numerical inversion when only the density is known
- Centroidal Voronoi Tessellations: Applications and Algorithms
- Generating Nested Quadrature Rules with Positive Weights based on Arbitrary Sample Sets
- VPS: VORONOI PIECEWISE SURROGATE MODELS FOR HIGH-DIMENSIONAL DATA FITTING
- Bayesian Model Calibration with Interpolating Polynomials based on Adaptively Weighted Leja Nodes
- Adaptive Leja Sparse Grid Constructions for Stochastic Collocation and High-Dimensional Approximation
- Equation of State Calculations by Fast Computing Machines
- Quadrature rules and distribution of points on manifolds
- A Measure-Theoretic Interpretation of Sample Based Numerical Integration with Applications to Inverse and Prediction Problems under Uncertainty
- Adaptive Bayesian Inference for Discontinuous Inverse Problems, Application to Hyperbolic Conservation Laws
- Solution of inverse problems with limited forward solver evaluations: a Bayesian perspective
- Calculation of Gauss Quadrature Rules
- Monte Carlo sampling methods using Markov chains and their applications
This page was built for publication: Adaptive sampling-based quadrature rules for efficient Bayesian prediction