leapgp

MaRDI QIDQ7387209CRANFDO

Authors Kellin Rumsey

Last update 1 August 2024

Copyright license GNU General Public License

Software version identifier 1.0.0

Description

An emulator designed for rapid sequential emulation (e.g., Markov chain Monte Carlo applications). Works via extension of the 'laGP' approach by Gramacy and Apley (2015 <doi:10.1080/10618600.2014.914442>). Details are given in Rumsey et al. (2023 <doi:10.1002/sta4.576>).

Cites work

• A localized ensemble of approximate Gaussian processes for fast sequential emulation
• Local Gaussian Process Approximation for Large Computer Experiments

This page was built for software: leapgp