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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| Format: | Article |
| Language: | English |
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The Royal Society
2020
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| Online Access: | https://hdl.handle.net/1721.1/126917 |