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

Paul-Christian Bürkner, Ilja Kröker, Sergey Oladyshkin, Wolfgang Nowak. A fully Bayesian sparse polynomial chaos expansion approach with joint priors on the coefficients and global selection of terms. J. Comput. Physics, 488:112210, September 2023. [doi]

Abstract

Abstract is missing.