Sequential Designs Based on Bayesian Uncertainty Quantification in Sparse Representation Surrogate Modeling
نویسندگان
چکیده
منابع مشابه
Sequential Designs Based on Bayesian Uncertainty Quantification in Sparse Representation Surrogate Modeling
A numerical method, called OBSM, was recently proposed which employs overcomplete basis functions to achieve sparse representations. While the method can handle non-stationary response without the need of inverting large covariance matrices, it lacks the capability to quantify uncertainty in predictions. We address this issue by proposing a Bayesian approach which first imposes a normal prior o...
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ژورنال
عنوان ژورنال: Technometrics
سال: 2017
ISSN: 0040-1706,1537-2723
DOI: 10.1080/00401706.2016.1172027