On the Maximum Likelihood Training of Gradient-Enhanced Spatial Gaussian Processes

DOI10.1137/13092229XzbMath1283.62201MaRDI QIDQ5404604

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Publication date: 28 March 2014

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

zbMATH Keywords

maximum likelihoodresponse surfacesurrogate modeldesign and analysis of computer experimentsgradient-enhanced Krigingspatial linear modelshyper-parameter training

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from spatial processes (62M30) Applications of statistics in engineering and industry; control charts (62P30) Probabilistic models, generic numerical methods in probability and statistics (65C20)

Related Items (7)

Sliced Gradient-Enhanced Kriging for High-Dimensional Function Approximation ⋮ A non-intrusive solution to the ill-conditioning problem of the gradient-enhanced Gaussian covariance matrix for Gaussian processes ⋮ Hermite Interpolation and Data Processing Errors on Riemannian Matrix Manifolds ⋮ Multifidelity Data Fusion via Gradient-Enhanced Gaussian Process Regression ⋮ High dimensional kriging metamodelling utilising gradient information ⋮ Optimization of expensive black-box problems via gradient-enhanced Kriging ⋮ A screening-based gradient-enhanced Kriging modeling method for high-dimensional problems

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