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Certified Dimension Reduction for Bayesian Updating with the Cross-Entropy Method

  • Published:2023-03-15 Issue:1 Volume:11 Page:358-388
  • ISSN:2166-2525
  • Container-title:SIAM/ASA Journal on Uncertainty Quantification
  • language:en
  • Short-container-title:SIAM/ASA J. Uncertainty Quantification

Author:

Ehre Max1ORCID,Flock Rafael2,Fußeder Martin3,Papaioannou Iason1,Straub Daniel1

Affiliation:

1. Engineering Risk Analysis Group, School of Engineering and Design, Technical University of Munich, Munich 80333, Germany.

2. DTU Compute, Department of Applied Mathematics and Computer Science, Technical University of Denmark, DK-2800 Lyngby, Denmark.

3. School of Engineering and Design, Technical University of Munich, Munich 80333, Germany.

Funder

Deutsche Forschungsgemeinschaft

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

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