Warped Gaussian Processes and Derivative-Based Sequential Designs for Functions with Heterogeneous Variations

DOI10.1137/17M1129179zbMath1403.62144OpenAlexW2607746587MaRDI QIDQ3176256

Jean Baccou, Sébastien Marmin, David Ginsbourger, Jacques Liandrat

Publication date: 19 July 2018

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/17m1129179

zbMATH Keywords

computer experimentsnonstationary kernelsinfill sampling criteria

Mathematics Subject Classification ID

Gaussian processes (60G15) Design of statistical experiments (62K99) Sequential statistical design (62L05)

Related Items

Prediction of non-stationary response functions using a Bayesian composite Gaussian process, Deep Compositional Spatial Models, Bayesian optimization using deep Gaussian processes with applications to aerospace system design, Diagnostics-Driven Nonstationary Emulators Using Kernel Mixtures

Uses Software

• EGO
• DiceKriging
• DiceOptim
• tgp
• kergp
• DiceDesign
• DiceEval

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Design of computer experiments: space filling and beyond
• Sequential design of computer experiments for the estimation of a probability of failure
• On degeneracy and invariances of random fields paths with applications in Gaussian process modelling
• Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods
• Efficient global optimization of expensive black-box functions
• Interpolation of spatial data. Some theory for kriging
• Application of Bayesian approach to numerical methods of global and stochastic optimization
• The design and analysis of computer experiments.
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Additive covariance kernels for high-dimensional Gaussian process modeling
• Estimating deformations of isotropic Gaussian random fields on the plane
• On ANOVA Decompositions of Kernels and Gaussian Random Field Paths
• A Gaussian process regression approach to a single-index model
• Bayesian Treed Gaussian Process Models With an Application to Computer Modeling
• Polar Gaussian Processes and Experimental Designs in Circular Domains
• A non-stationary covariance-based Kriging method for metamodelling in engineering design
• The identification of a particular nonlinear time series system
• Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting
• A Multiple-Index Model and Dimension Reduction