Identification of Bayesian posteriors for coefficients of chaos expansions

DOI10.1016/j.jcp.2009.12.033zbMath1184.62034OpenAlexW1976942431MaRDI QIDQ964246

M. Arnst, Roger G. Ghanem, Christian Soize

Publication date: 15 April 2010

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

Full work available at URL: https://hal-upec-upem.archives-ouvertes.fr/hal-00684317/file/publi-2010-JCP-229_9_3134-3154-arnst-ghanem-soize-preprint.pdf

zbMATH Keywords

identification maximum likelihood Bayesian uncertainty quantification validation polynomial chaos stochastic inversion

Mathematics Subject Classification ID

Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Monte Carlo methods (65C05) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45)

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Uses Software

BayesDA

Cites Work