Quantifying Uncertainties on Excursion Sets Under a Gaussian Random Field Prior
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Publication:97314
DOI10.1137/141000749zbMath1352.62144arXiv1501.03659OpenAlexW3099680482MaRDI QIDQ97314
David Ginsbourger, Clément Chevalier, Julien Bect, Dario Filippo Azzimonti, Clément Chevalier, Julien Bect, David Ginsbourger
Publication date: January 2016
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1501.03659
Related Items (9)
Extrapolation of stationary random fields via level sets ⋮ Probabilistic bisection with spatial metamodels ⋮ Uncertainty Quantification and Experimental Design for Large-Scale Linear Inverse Problems under Gaussian Process Priors ⋮ A Multifidelity Quantile-Based Approach for Confidence Sets of Random Excursion Sets with Application to Ice-Sheet Dynamics ⋮ Learning excursion sets of vector-valued Gaussian random fields for autonomous ocean sampling ⋮ pGPx ⋮ Forecast evaluation of quantiles, prediction intervals, and other set-valued functionals ⋮ Locally induced Gaussian processes for large-scale simulation experiments ⋮ Evaluating Gaussian process metamodels and sequential designs for noisy level set estimation
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