Response probability distribution estimation of expensive computer simulators: A Bayesian active learning perspective using Gaussian process regression

• Published in: Structural safety Vol. 114; p. 102579
• Main Authors: Dang, Chao, Valdebenito, Marcos A., Manque, Nataly A., Xu, Jun, Faes, Matthias G.R.
• Format: Journal Article
• Language: English
• Published: Elsevier Ltd 01.05.2025
• Subjects: Bayesian active learning; Bayesian inference; Computer simulator; Gaussian process regression; Probability distribution estimation; Gaussian process regression; Computer simulator; Bayesian active learning; Bayesian inference; Probability distribution estimation

Estimation of the response probability distributions of computer simulators subject to input random variables is a crucial task in many fields. However, achieving this task with guaranteed accuracy remains an open computational challenge, especially for expensive-to-evaluate computer simulators. In...