hetGP (Q55961): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI software profile / rank | |||
Normal rank | |||
Revision as of 07:13, 4 March 2024
Heteroskedastic Gaussian Process Modeling and Design under Replication
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | hetGP |
Heteroskedastic Gaussian Process Modeling and Design under Replication |
Statements
2 October 2023
0 references
Performs Gaussian process regression with heteroskedastic noise following the model by Binois, M., Gramacy, R., Ludkovski, M. (2016) <arXiv:1611.05902>, with implementation details in Binois, M. & Gramacy, R. B. (2021) <doi:10.18637/jss.v098.i13>. The input dependent noise is modeled as another Gaussian process. Replicated observations are encouraged as they yield computational savings. Sequential design procedures based on the integrated mean square prediction error and lookahead heuristics are provided, and notably fast update functions when adding new observations.
0 references
expanded from: LGPL (English)
0 references
