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Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method.

Max EhreRafael FlockMartin FußederIason PapaioannouDaniel Straub
Published in: SIAM/ASA J. Uncertain. Quantification (2023)
Keyphrases
  • scoring function
  • cross entropy
  • log likelihood
  • dimension reduction
  • principal component analysis
  • pairwise
  • high dimensional
  • data sets
  • similarity measure
  • bayesian networks
  • training set
  • information theoretic