A Nonparametric Bayesian Framework for Uncertainty Quantification in Stochastic Simulation.
Wei XieCheng LiYuefeng WuPu ZhangPublished in: SIAM/ASA J. Uncertain. Quantification (2021)
Keyphrases
- bayesian framework
- stochastic simulation
- bayesian analysis
- prior knowledge
- simple examples
- belief networks
- hyperparameters
- generative model
- posterior probability
- ordinary differential equations
- bayesian formulation
- posterior distribution
- bayesian model
- maximum a posteriori
- expectation maximization
- gaussian process
- probability density function
- dirichlet process
- graphical models
- neural network
- dynamic programming
- image processing
- computer vision
- machine learning