Output-weighted optimal sampling for Bayesian regression and rare event statistics using few samples

For many important problems the quantity of interest is an unknown function of the parameters, which is a random vector with known statistics. Since the dependence of the output on this random vector is unknown, the challenge is to identify its statistics, using the minimum number of function evalua...

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Bibliographic Details
Main Author: Sapsis, Themistoklis Panagiotis
Other Authors: Massachusetts Institute of Technology. Department of Mechanical Engineering
Format: Article
Language:English
Published: The Royal Society 2020
Online Access:https://hdl.handle.net/1721.1/126917