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国际不确定性的量化期刊
影响因子: 3.259 5年影响因子: 2.547 SJR: 0.417 SNIP: 0.8 CiteScore™: 1.52

ISSN 打印: 2152-5080
ISSN 在线: 2152-5099

Open Access

国际不确定性的量化期刊

DOI: 10.1615/Int.J.UncertaintyQuantification.2011003343
pages 321-349

BIAS MINIMIZATION IN GAUSSIAN PROCESS SURROGATE MODELING FOR UNCERTAINTY QUANTIFICATION

Vadiraj Hombal
Vanderbilt University, Nashville, TN 37235
Sankaran Mahadevan
Civil and Environmental Engineering Department, Vanderbilt University, Nashville, Tennessee 37235, USA

ABSTRACT

Uncertainty quantification analyses often employ surrogate models as computationally efficient approximations of computer codes simulating the physical phenomena. The accuracy and economy in the construction of surrogate models depends on the quality and quantity of data collected from the computationally expensive system models. Computationally efficient methods for accurate surrogate model training are thus required. This paper develops a novel approach to surrogate model construction based on the hierarchical decomposition of the approximation error. The proposed algorithm employs sparse Gaussian processes on a hierarchical grid to achieve a sparse nonlinear approximation of the underlying function. In contrast to existing methods, which are based on minimizing prediction variance, the proposed approach focuses on model bias and aims to improve the quality of reconstruction represented by the model. The performance of the algorithm is compared to existing methods using several numerical examples. In the examples considered, the proposed method demonstrates significant improvement in the quality of reconstruction for the same sample size.


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