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Adaptive Hessian-Based Nonstationary Gaussian Process Response Surface Method for Probability Density Approximation with Application to Bayesian Solution of Large-Scale Inverse Problems - MaRDI portal

Adaptive Hessian-Based Nonstationary Gaussian Process Response Surface Method for Probability Density Approximation with Application to Bayesian Solution of Large-Scale Inverse Problems (Q4908642)

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scientific article; zbMATH DE number 6142114
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Adaptive Hessian-Based Nonstationary Gaussian Process Response Surface Method for Probability Density Approximation with Application to Bayesian Solution of Large-Scale Inverse Problems
scientific article; zbMATH DE number 6142114

    Statements

    Adaptive Hessian-Based Nonstationary Gaussian Process Response Surface Method for Probability Density Approximation with Application to Bayesian Solution of Large-Scale Inverse Problems (English)
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    6 March 2013
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    adaptive sampling
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    computer experimental designs
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    nonstationary
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    curse of dimensionality
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    Bayesian inversion
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    covariance function
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    membership probability
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    adjoint
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    Hessian
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