The use of radial basis function surrogate models for sampling process acceleration in bayesian inversion

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27240%2F20%3A10243885" target="_blank" >RIV/61989100:27240/20:10243885 - isvavai.cz</a>
Result on the web
<a href="https://link.springer.com/chapter/10.1007/978-3-030-14907-9_23" target="_blank" >https://link.springer.com/chapter/10.1007/978-3-030-14907-9_23</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1007/978-3-030-14907-9_23" target="_blank" >10.1007/978-3-030-14907-9_23</a>

Result language
angličtina
Original language name
The use of radial basis function surrogate models for sampling process acceleration in bayesian inversion
Original language description
The Bayesian approach provides a natural way of solving engineering inverse problems including uncertainties. The objective is to describe unknown parameters of a mathematical model based on noisy measurements. Using the Bayesian approach, the vector of unknown parameters is described by its joint probability distribution, i.e. the posterior distribution. To provide samples, Markov Chain Monte Carlo methods can be used. Their disadvantage lies in the need of repeated evaluations of the mathematical model that are computationally expensive in the case of practical problems. This paper focuses on the reduction of the number of these evaluations. Specifically, it explores possibilities of the use of radial basis function surrogate models in sampling methods based on the Metropolis-Hastings algorithm. Furthermore, updates of the surrogate model during the sampling process are suggested. The procedure of surrogate model updates and its integration into the sampling algorithm is implemented and supported by numerical experiments. (C) Springer Nature Switzerland AG 2020.
Czech name
—
Czech description
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Project
<a href="/en/project/LQ1602" target="_blank" >LQ1602: IT4Innovations excellence in science</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Publication year
2020
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Lecture Notes in Electrical Engineering. Volume 554
ISBN
978-3-030-14906-2
ISSN
1876-1100
e-ISSN
1876-1119
Number of pages
11
Pages from-to
228-238
Publisher name
Springer
Place of publication
Cham
Event location
Ostrava
Event date
Sep 11, 2018
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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