Sequential Design of Computer Experiments for the Computation of Bayesian Model Evidence

Authors :: Wolfgang Nowak
Emily Cooke
Michael Sinsbeck
Source :: SIAM/ASA Journal on Uncertainty Quantification. 9:260-279
Publication Year :: 2021
Publisher :: Society for Industrial & Applied Mathematics (SIAM), 2021.
Abstract: Given a set of competing models of some phenomenon together with measurement data, Bayesian model selection (BMS) is a process of finding the model that is the best candidate for being the true dat...

Subjects :: Statistics and Probability
Active learning (machine learning)
Computer science
Applied Mathematics
Computation
Computer experiment
Bayesian inference
Marginal likelihood
Set (abstract data type)
Sequential analysis
Modeling and Simulation
Discrete Mathematics and Combinatorics
Statistics, Probability and Uncertainty
Algorithm
Selection (genetic algorithm)

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