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Bayesian adaptation of chaos representations using variational inference and sampling on geodesics

A novel approach is presented for constructing polynomial chaos representations of scalar quantities of interest (QoI) that extends previously developed methods for adaptation in Homogeneous Chaos spaces. In this work, we develop a Bayesian formulation of the problem that characterizes the posterior...

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Detalhes bibliográficos
Publicado no:Proc Math Phys Eng Sci
Main Authors: Tsilifis, P., Ghanem, R. G.
Formato: Artigo
Idioma:Inglês
Publicado em: The Royal Society Publishing 2018
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC6189593/
https://ncbi.nlm.nih.gov/pubmed/30333707
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1098/rspa.2018.0285
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