Uncertainty calibration for probabilistic projection methods

DOI10.1007/s11222-021-10031-9zbMath1475.62029OpenAlexW3193149571MaRDI QIDQ2058797

Vladimir Fanaskov

Publication date: 9 December 2021

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-021-10031-9

zbMATH Keywords

projection methodsuncertainty quantificationprobabilistic numerical methods

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Related Items

Statistical properties of BayesCG under the Krylov prior

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Iterative solution of large sparse systems of equations
• Probabilistic linear solvers: a unifying view
• A Bayesian conjugate gradient method (with discussion)
• Probabilistic Interpretation of Linear Solvers
• Julia: A Fresh Approach to Numerical Computing
• Handbook of Statistical Distributions with Applications
• Multilevel Filtering Preconditioners: Extensions to More General Elliptic Problems
• Survey of Multifidelity Methods in Uncertainty Propagation, Inference, and Optimization
• Predicting the output from a complex computer code when fast approximations are available
• Bandit Algorithms
• Methods of conjugate gradients for solving linear systems