A fully Bayesian sparse polynomial chaos expansion approach with joint priors on the coefficients and global selection of terms
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Publication:6162876
DOI10.1016/j.jcp.2023.112210arXiv2204.06043OpenAlexW4376604884MaRDI QIDQ6162876
Wolfgang Nowak, Paul-Christian Bürkner, Sergey Oladyshkin, Ilja Kröker
Publication date: 16 June 2023
Published in: Journal of Computational Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2204.06043
Bayesian inferencevariable selectionuncertainty quantificationshrinkage priorspolynomial chaos expansionsurrogate modeling
Linear inference, regression (62Jxx) Stochastic analysis (60Hxx) Probabilistic methods, stochastic differential equations (65Cxx)
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