Linear Parameter Uncertainty Quantification using Surrogate Gaussian Processes
We consider uncertainty quantification using surrogate Gaussian processes. We take a previous sampling algorithm and provide a closed form expression of the resulting posterior distribution. We extend the method to weighted least squares and a Bayesian approach both with closed form expressions of t...
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Format: | Others |
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Virginia Tech
2020
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Online Access: | http://hdl.handle.net/10919/99411 |