Hierarchical shrinkage Gaussian processes: applications to computer code emulation and dynamical system recovery
From MaRDI portal
Publication:6645130
DOI10.1137/23m1550682MaRDI QIDQ6645130
Simon Mak, Tao Tang, David D. Dunson
Publication date: 28 November 2024
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Gaussian processescomputer experimentsemulationuncertainty quantificationshrinkage priorsdynamical recovery
Ridge regression; shrinkage estimators (Lasso) (62J07) Gaussian processes (60G15) Bayesian inference (62F15)
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