Bayesian Surrogate Analysis and Uncertainty Propagation †
Abstract
:1. Introduction
2. Bayesian Uncertainty Quantification
2.1. General Structure of the Problem
2.2. Bayesian Analysis and Selection of the Surrogate Model
2.3. Bayesian Uncertainty Propagation with Surrogate Models
3. Numerical Example
4. Discussion
5. Conclusions
Funding
Data Availability Statement
Acknowledgments
Conflicts of Interest
Appendix A. Mathematical Proofs
Appendix B. The Transformation Invariant Prior for the Surrogate Coefficients
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Ranftl, S.; von der Linden, W. Bayesian Surrogate Analysis and Uncertainty Propagation. Phys. Sci. Forum 2021, 3, 6. https://doi.org/10.3390/psf2021003006
Ranftl S, von der Linden W. Bayesian Surrogate Analysis and Uncertainty Propagation. Physical Sciences Forum. 2021; 3(1):6. https://doi.org/10.3390/psf2021003006
Chicago/Turabian StyleRanftl, Sascha, and Wolfgang von der Linden. 2021. "Bayesian Surrogate Analysis and Uncertainty Propagation" Physical Sciences Forum 3, no. 1: 6. https://doi.org/10.3390/psf2021003006