approximator (Q36441)

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Bayesian Prediction of Complex Computer Codes
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    approximator
    Bayesian Prediction of Complex Computer Codes

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      1.2-7
      29 August 2018
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      1.1-5
      18 July 2009
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      1.1-6
      16 October 2009
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      1.2-2
      18 March 2011
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      1.2-6
      8 December 2013
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      1.2-8
      24 August 2023
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      24 August 2023
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      Performs Bayesian prediction of complex computer codes when fast approximations are available. It uses a hierarchical version of the Gaussian process, originally proposed by Kennedy and O'Hagan (2000), Biometrika 87(1):1.
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