A fully Bayesian sparse polynomial chaos expansion approach with joint
priors on the coefficients and global selection of terms

v1v2 (latest)

A fully Bayesian sparse polynomial chaos expansion approach with joint priors on the coefficients and global selection of terms

12 April 2022

Paul-Christian Bürkner

ArXiv (abs)PDF HTML

Papers citing "A fully Bayesian sparse polynomial chaos expansion approach with joint priors on the coefficients and global selection of terms"

12 / 12 papers shown

Title
Uncertainty Quantification and Propagation in Surrogate-based Bayesian Inference Philipp Reiser Javier Enrique Aguilar A. Guthke Paul-Christian Bürkner 130 3 0 08 Dec 2023
Intuitive Joint Priors for Bayesian Linear Multilevel Models: The R2D2M2 prior Javier Enrique Aguilar Paul-Christian Bürkner 53 25 0 15 Aug 2022
Latent space projection predictive inference Alejandro Catalina Paul-Christian Bürkner Aki Vehtari BDL 37 11 0 10 Sep 2021
Projection Predictive Inference for Generalized Linear and Additive Multilevel Models Alejandro Catalina Paul-Christian Bürkner Aki Vehtari 27 28 0 14 Oct 2020
Using reference models in variable selection Federico Pavone Juho Piironen Paul-Christian Bürkner Aki Vehtari 28 28 0 27 Apr 2020
Practical Hilbert space approximate Bayesian Gaussian processes for probabilistic programming Gabriel Riutort-Mayol Paul-Christian Bürkner Michael R. Andersen Arno Solin Aki Vehtari 69 71 0 23 Apr 2020
$Rank-normalization, folding, and localization: An improved $\widehat{R}$ for assessing convergence of MCMC$ Rank-normalization, folding, and localization: An improved $\widehat{R}$ for assessing convergence of MCMC Aki Vehtari Andrew Gelman Daniel P. Simpson Bob Carpenter Paul-Christian Bürkner 54 940 0 19 Mar 2019
Projective Inference in High-dimensional Problems: Prediction and Feature Selection Juho Piironen Markus Paasiniemi Aki Vehtari 59 95 0 04 Oct 2018
Yes, but Did It Work?: Evaluating Variational Inference Yuling Yao Aki Vehtari Daniel P. Simpson Andrew Gelman 58 136 0 07 Feb 2018
Least Squares Polynomial Chaos Expansion: A Review of Sampling Strategies M. Hadigol Alireza Doostan 51 130 0 23 Jun 2017
Advanced Bayesian Multilevel Modeling with the R Package brms Paul-Christian Bürkner 59 1,908 0 31 May 2017
The No-U-Turn Sampler: Adaptively Setting Path Lengths in Hamiltonian Monte Carlo Matthew D. Hoffman Andrew Gelman 171 4,309 0 18 Nov 2011