Scaled Vecchia Approximation for Fast Computer-Model Emulation (Q5097836)

scientific article; zbMATH DE number 7579680

Language	Label	Description	Also known as
English	Scaled Vecchia Approximation for Fast Computer-Model Emulation	scientific article; zbMATH DE number 7579680

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instance of

scholarly article

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title

Scaled Vecchia Approximation for Fast Computer-Model Emulation (English)

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SIAM/ASA Journal on Uncertainty Quantification

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publication date

1 September 2022

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full work available at URL

https://arxiv.org/abs/2005.00386

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zbMATH Keywords

computer experiment

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Fisher scoring

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Gaussian process

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maximin ordering

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nearest neighbors

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sparse inverse Cholesky

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describes a project that uses

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MaRDI publication profile

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cites work

Gaussian Predictive Process Models for Large Spatial Data Sets

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Structured discrepancy in Bayesian model calibration for ChemCam on the Mars Curiosity rover

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Nonseparable dynamic nearest neighbor Gaussian process models for large spatio-temporal data with an application to particulate matter analysis

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Efficient Algorithms for Bayesian Nearest Neighbor Gaussian Processes

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Improving the performance of predictive process modeling for large datasets

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Assessing probabilistic forecasts of multivariate quantities, with an application to ensemble predictions of surface winds

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Gaussian Process Learning via Fisher Scoring of Vecchia's Approximation

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A case study competition among methods for analyzing large spatial data

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Combining Field Data and Computer Simulations for Calibration and Prediction

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Efficient global optimization of expensive black-box functions

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A class of multi-resolution approximations for large spatial datasets

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A general framework for Vecchia approximations of Gaussian processes

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Efficient emulators of computer experiments using compactly supported correlation functions, with an application to cosmology

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Bayesian Calibration of Computer Models

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Q3993195

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Bayesian Design and Analysis of Computer Experiments: Use of Derivatives in Surface Prediction

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Fast Prediction of Deterministic Functions Using Sparse Grid Experimental Designs

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Q3093326

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Design and analysis of computer experiments. With comments and a rejoinder by the authors

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Sparse Cholesky Factorization by Kullback--Leibler Minimization

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Compression, inversion, and approximate PCA of dense kernel matrices at near-linear computational complexity

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Uncertainty Quantification Using the Nearest Neighbor Gaussian Process

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Interpolation of spatial data. Some theory for kriging

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2010 Rietz lecture: When does the screening effect hold?

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Approximating Likelihoods for Large Spatial Data Sets

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Emulating Satellite Drag from Large Simulation Experiments

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Vecchia-Laplace approximations of generalized Gaussian processes for big non-Gaussian spatial data

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Identifiers

zbMATH Open document ID

1493.62011

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DOI

10.1137/20M1352156

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:5097836