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Computationally Efficient Variational Approximations for Bayesian Inverse Problems
Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: The major drawback of the Bayesian approach to model calibration is the computational burden involved in describing the posterior distribution of the unknown model parameters arising from the fact that typical Markov chain ...
Scalable Fully Bayesian Gaussian Process Modeling and Calibration With Adaptive Sequential Monte Carlo for Industrial Applications
Publisher: The American Society of Mechanical Engineers (ASME)
Abstract: Gaussian process (GP) regression or kriging has been extensively applied in the engineering literature for the purposes of building a cheap-to-evaluate surrogate, within the contexts of multi-fidelity modeling, model ...
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