Identification and sampling of Bayesian posteriors of high-dimensional symmetric positive-definite matrices for data-driven updating of computational models
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Publication:1988042
DOI10.1016/j.cma.2019.04.025zbMath1441.62076OpenAlexW2940817393WikidataQ127963962 ScholiaQ127963962MaRDI QIDQ1988042
Publication date: 16 April 2020
Published in: Computer Methods in Applied Mechanics and Engineering (Search for Journal in Brave)
Full work available at URL: https://hal-upec-upem.archives-ouvertes.fr/hal-02146333/file/publi-2019-CMAME-arnst-soize-preprint.pdf
Markov chain Monte CarloBayesian inversionsymmetric positive-definite matrixdata-driven modelingidentification criterionnonparametric probabilistic model
Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical linear algebra (65F99) Stochastic and other probabilistic methods applied to problems in solid mechanics (74S60)
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