Bayesian adaptation of chaos representations using variational inference and sampling on geodesics

DOI10.1098/rspa.2018.0285zbMath1407.62087OpenAlexW2891777733WikidataQ58561621 ScholiaQ58561621MaRDI QIDQ4626133

Panagiotis Tsilifis, Roger G. Ghanem

Publication date: 27 February 2019

Published in: Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1098/rspa.2018.0285

zbMATH Keywords

Stiefel manifoldgeodesic flowsvariational inferencepolynomial chaosHamiltonian Monte Carlomatrix-Langevin distribution

Mathematics Subject Classification ID

Gaussian processes (60G15) Bayesian inference (62F15) General second-order stochastic processes (60G12) Strange attractors, chaotic dynamics of systems with hyperbolic behavior (37D45) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Dynamical systems of geometric origin and hyperbolicity (geodesic and horocycle flows, etc.) (37D40)

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Uses Software

• rstiefel

Cites Work

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