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

DOI10.1137/110851419zbMath1257.62035OpenAlexW1985930395MaRDI QIDQ4908642

Omar Ghattas, David M. Higdon, Tan Bui-Thanh

Publication date: 6 March 2013

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/aa8876654e7cdd64b858af5a420a674f12f948be

zbMATH Keywords

covariance functionHessianadjointcurse of dimensionalitynonstationaryadaptive samplingBayesian inversionmembership probabilitycomputer experimental designs

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Computing methodologies and applications (68U99) Response surface designs (62K20)

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