Sequential design of computer experiments for the solution of Bayesian inverse problems
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Cites work
- A stochastic collocation approach to Bayesian inference in inverse problems
- A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
- Adaptive construction of surrogates for the Bayesian solution of inverse problems
- Approximation of Bayesian Inverse Problems for PDEs
- Asymptotic Statistics
- Bayesian calibration of computer models. (With discussion)
- Bayesian data analysis.
- Bayesian Geostatistical Design
- Bayesian updating via bootstrap filtering combined with data-driven polynomial chaos expansions: methodology and application to history matching for carbon dioxide storage in geological formations
- Combining experimental data and computer simulations, with an application to flyer plate experiments
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Dimensionality reduction and polynomial chaos acceleration of Bayesian inference in inverse problems
- Efficient global optimization of expensive black-box functions
- Fast Bayesian approach for parameter estimation
- High-Order Collocation Methods for Differential Equations with Random Inputs
- scientific article; zbMATH DE number 49187 (Why is no real title available?)
- scientific article; zbMATH DE number 1209149 (Why is no real title available?)
- scientific article; zbMATH DE number 2042685 (Why is no real title available?)
- scientific article; zbMATH DE number 1556153 (Why is no real title available?)
- Inverse Problem Theory and Methods for Model Parameter Estimation
- Inverse problems: a Bayesian perspective
- Limitations of polynomial chaos expansions in the Bayesian solution of inverse problems
- Monte Carlo sampling methods using Markov chains and their applications
- Numerical methods for stochastic computations. A spectral method approach.
- On Information and Sufficiency
- On the condition number of covariance matrices in kriging, estimation, and simulation of random fields
- Optimized sample schemes for geostatistical surveys
- Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
- Rare event simulation of small noise diffusions
- Sequential Bayesian polynomial chaos model selection for estimation of sensitivity indices
- Sequential design of computer experiments for the estimation of a probability of failure
- Statistical inverse problems: discretization, model reduction and inverse crimes
- Stochastic spectral methods for efficient Bayesian solution of inverse problems
- Uncertainty Quantification in CFD Simulations: A Stochastic Spectral Approach
Cited in
(20)- Bayesian optimal sequential design for nonparametric regression via inhomogeneous evolutionary MCMC
- Parallel Gaussian process surrogate Bayesian inference with noisy likelihood evaluations
- Bayesian optimization of functional output in inverse problems
- Sequential ensemble transform for Bayesian inverse problems
- Adaptive method for indirect identification of the statistical properties of random fields in a Bayesian framework
- Goal-oriented optimal design of experiments for large-scale Bayesian linear inverse problems
- Posterior consistency for Gaussian process approximations of Bayesian posterior distributions
- Output-weighted optimal sampling for Bayesian regression and rare event statistics using few samples
- Convergence of Gaussian process regression with estimated hyper-parameters and applications in Bayesian inverse problems
- A Sequential Design Approach for Calibrating Dynamic Computer Simulators
- Sequential implicit sampling methods for Bayesian inverse problems
- Sequential design of computer experiments for the computation of Bayesian model evidence
- 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
- Uncertainty Quantification and Experimental Design for Large-Scale Linear Inverse Problems under Gaussian Process Priors
- A SUR version of the Bichon criterion for excursion set estimation
- A Gaussian Process Emulator Based Approach for Bayesian Calibration of a Functional Input
- Targeted adaptive design
- Introduction to Gaussian process regression in Bayesian inverse problems, with new results on experimental design for weighted error measures
- Solving Bayesian Inverse Problems Using Gaussian Process Regression with Goal-Oriented Active Learning
- Estimating intractable posterior distributions through Gaussian process regression and metropolis-adjusted Langevin procedure
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