arXiv (Cornell University)
Adaptive Gaussian Process Regression for Bayesian inverse problems
April 2024 • Paolo Villani, Jörg F. Unger, Martin Weiser
We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on optimizing both the positioning and simulation accuracy of training data in order to reduce the computational cost of simulating training data without compromising the fidelity of the posterior distributions of parameters. The method interleaves a goal-oriented active learning algorit…