Bayesian Optimal Design of Experiments for Inferring the Statistical Expectation of Expensive Black-Box Functions

Least squares polynomial chaos expansion: A review of sampling strategies

(2018) Mohammad Hadigol et al.   COMPUTER METHODS IN APPLIED MECHANICS AND ENGINEERING

Gaussian Processes and Polynomial Chaos Expansion for Regression Problem: Linkage via the RKHS and Comparison via the KL Divergence

(2018) Liang Yan et al.   Entropy

A new adaptive sequential sampling method to construct surrogate models for efficient reliability analysis

(2018) Ning-Cong Xiao et al.   RELIABILITY ENGINEERING & SYSTEM SAFETY

Sequential sampling strategy for extreme event statistics in nonlinear dynamical systems

(2018) Mustafa A. Mohamad et al.   PROCEEDINGS OF THE NATIONAL ACADEMY OF SCIENCES OF THE UNITED STATES OF AMERICA

Sensor placement for calibration of spatially varying model parameters

(2017) Paromita Nath et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Efficient Bayesian Experimentation Using an Expected Information Gain Lower Bound

(2017) Panagiotis Tsilifis et al.   SIAM-ASA Journal on Uncertainty Quantification

Control functionals for Monte Carlo integration

(2016) Chris J. Oates et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY

Sequential improvement for robust optimization using an uncertainty measure for radial basis functions

(2016) J. Havinga et al.   STRUCTURAL AND MULTIDISCIPLINARY OPTIMIZATION

Sequential Design with Mutual Information for Computer Experiments (MICE): Emulation of a Tsunami Model

(2016) Joakim Beck et al.   SIAM-ASA Journal on Uncertainty Quantification

An Adaptive Bayesian Sequential Sampling Approach for Global Metamodeling

(2015) Haitao Liu et al.   JOURNAL OF MECHANICAL DESIGN

Sequential Design for Optimal Stopping Problems

(2015) Robert B. Gramacy et al.   SIAM Journal on Financial Mathematics

A-Optimal Design of Experiments for Infinite-Dimensional Bayesian Linear Inverse Problems with Regularized $\ell_0$-Sparsification

(2014) Alen Alexanderian et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING

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(2014)   International Journal for Uncertainty Quantification

Objective-Oriented Sequential Sampling for Simulation Based Robust Design Considering Multiple Sources of Uncertainty

(2013) Paul D. Arendt et al.   JOURNAL OF MECHANICAL DESIGN

emcee: The MCMC Hammer

(2013) Daniel Foreman-Mackey et al.   PUBLICATIONS OF THE ASTRONOMICAL SOCIETY OF THE PACIFIC

Simulation-based optimal Bayesian experimental design for nonlinear systems

(2012) Xun Huan et al.   JOURNAL OF COMPUTATIONAL PHYSICS

Advances in the Sequential Design of Computer Experiments Based on Active Learning

(2011) J. Andrés Christen et al.   COMMUNICATIONS IN STATISTICS-THEORY AND METHODS

Bayesian experimental design for the active nitridation of graphite by atomic nitrogen

(2011) Gabriel Terejanu et al.   EXPERIMENTAL THERMAL AND FLUID SCIENCE

Adaptive Designs of Experiments for Accurate Approximation of a Target Region

(2010) Victor Picheny et al.   JOURNAL OF MECHANICAL DESIGN

Generalized Latin Hypercube Design for Computer Experiments

(2010) Holger Dette et al.   TECHNOMETRICS

Adaptive Design and Analysis of Supercomputer Experiments

(2009) Robert B. Gramacy et al.   TECHNOMETRICS

A Knowledge-Gradient Policy for Sequential Information Collection

(2008) Peter I. Frazier et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Model Reduction for Large-Scale Systems with High-Dimensional Parametric Input Space

(2008) T. Bui-Thanh et al.   SIAM JOURNAL ON SCIENTIFIC COMPUTING