Sequential design of computer experiments for the computation of Bayesian model evidence

DOI10.1137/20M1320432MaRDI QIDQ5858425zbMATH OpenOpenAlexFDO

Authors Michael Sinsbeck, Emily Cooke, Wolfgang Nowak

Publication date 13 April 2021

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/20m1320432

zbMATH Keywords

marginal likelihoodBayesian model selectionadaptive samplingsurrogate modelsactive learningGaussian process emulators

Mathematics Subject Classification ID

Bayesian inference (62F15) Gaussian processes (60G15) Optimal statistical designs (62K05) Sequential statistical design (62L05) Robustness and adaptive procedures (parametric inference) (62F35) Probabilistic models, generic numerical methods in probability and statistics (65C20)

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• On Information and Sufficiency
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Cited in

(10)

• Sequential Design with Mutual Information for Computer Experiments (MICE): Emulation of a Tsunami Model
• Bayesian priors in sequential binomial design
• Calculating Bayesian model evidence for porous-media flow using a multilevel estimator
• Gaussian active learning on multi-resolution arbitrary polynomial chaos emulator: concept for bias correction, assessment of surrogate reliability and its application to the carbon dioxide benchmark
• Sequential design of computer experiments for the solution of Bayesian inverse problems
• A pseudo-marginal sequential Monte Carlo algorithm for random effects models in Bayesian sequential design
• Batch sequential designs for computer experiments
• The method of forced probabilities: a computation trick for Bayesian model evidence
• scientific article; zbMATH DE number 775909 (Why is no real title available?)
• Bayesian sequential design for copula models

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