Bayesian Adaptive Polynomial Chaos Expansions
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Abstract (arXiv)
Polynomial chaos expansions (PCE) are widely used for uncertainty quantification (UQ) tasks, particularly in the applied mathematics community. However, PCE has received comparatively less attention in the statistics literature, and fully Bayesian formulations remain rare, especially with implementations in R. Motivated by the success of adaptive Bayesian machine learning models such as BART, BASS, and BPPR, we develop a new fully Bayesian adaptive PCE method with an efficient and accessible R implementation: khaos. Our approach includes a novel proposal distribution that enables data-driven interaction selection, and supports a modified g-prior tailored to PCE structure. Through simulation studies and real-world UQ applications, we demonstrate that Bayesian adaptive PCE provides competitive performance for surrogate modeling, global sensitivity analysis, and ordinal regression tasks.
Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). Builds on 7 of its 42 references that are in the map. First posted on arXiv 28 Oct 2025.
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7 of 42 references.
References · 7
- 2013Local Gaussian process approximation for large computer experimentscited by 59
- 2020Sparse Polynomial Chaos Expansions: Literature Survey and Benchmarkcited by 44
- 2022A fully Bayesian sparse polynomial chaos expansion approach with joint priors on the coefficients and global selection of termscited by 5
- 2023Co-Active Subspace Methods for the Joint Analysis of Adjacent Computer Modelscited by 4
- 2023Discovering Active Subspaces for High-Dimensional Computer Modelscited by 3
- 2022Bayesian Projection Pursuit Regressioncited by 2
- 2023Generalized Bayesian MARS: Tools for Emulating Stochastic Computer Modelscited by 2
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Citing papers per year: 2025: 1.
1 paper.