Practical Heteroscedastic Gaussian Process Modeling for Large Simulation Experiments
From MaRDI portal
Publication:139887
DOI10.1080/10618600.2018.1458625MaRDI QIDQ139887
Mickaël Binois, Mike Ludkovski, Robert B. Gramacy, Robert B. Gramacy, Michael Ludkovski, Mickaël Binois
Publication date: 11 July 2018
Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1611.05902
62-XX: Statistics
Related Items
Calibrating a Stochastic, Agent-Based Model Using Quantile-Based Emulation, Unnamed Item, Predicting the Output From a Stochastic Computer Model When a Deterministic Approximation is Available, KrigHedge: Gaussian Process Surrogates for Delta Hedging, Gaussian Processes with Input Location Error and Applications to the Composite Parts Assembly Process, Generalized Integrated Brownian Fields for Simulation Metamodeling, Faster Kriging: Facing High-Dimensional Simulators, Emulation of Stochastic Simulators Using Generalized Lambda Models, Parameter and Uncertainty Estimation for Dynamical Systems Using Surrogate Stochastic Processes, A Shiny Update to an Old Experiment Game, Assessing Bayes Factor Surfaces Using Interactive Visualization and Computer Surrogate Modeling, A Clustered Gaussian Process Model for Computer Experiments, Calibration of Inexact Computer Models with Heteroscedastic Errors, Estimating mutation rates in a Markov branching process using approximate Bayesian computation, Vecchia-approximated Deep Gaussian Processes for Computer Experiments, quantkriging, Evaluating Gaussian process metamodels and sequential designs for noisy level set estimation, Analyzing stochastic computer models: a review with opportunities, Batch-sequential design and heteroskedastic surrogate modeling for delta smelt conservation, A spectral surrogate model for stochastic simulators computed from trajectory samples, Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement, 10 Kriging: methods and applications
Uses Software
Cites Work
- Unnamed Item
- Comparison of Gaussian process modeling software
- A method for the updating of stochastic Kriging metamodels
- Accurate emulators for large-scale computer experiments
- Hyperpriors for Matérn fields with applications in Bayesian inversion
- Efficient emulators of computer experiments using compactly supported correlation functions, with an application to cosmology
- Composite Gaussian process models for emulating expensive functions
- Bayesian Treed Gaussian Process Models With an Application to Computer Modeling
- Stochastic Kriging for Simulation Metamodeling
- Statistical Analysis of Financial Data in S-Plus
- Discrete Optimization via Simulation Using COMPASS
- Gaussian Predictive Process Models for Large Spatial Data Sets
- Bayesian Kriging Analysis and Design for Stochastic Simulations
- Single Nugget Kriging
- Kriging with Nonparametric Variance Function Estimation
- Fast Prediction of Deterministic Functions Using Sparse Grid Experimental Designs
- Sequential Design for Ranking Response Surfaces
- Strictly Proper Scoring Rules, Prediction, and Estimation
- A Nonstationary Space-Time Gaussian Process Model for Partially Converged Simulations