Optimal designs for Gaussian process models via spectral decomposition

DOI10.1016/J.JSPI.2013.11.013MaRDI QIDQ460654zbMATH OpenOpenAlexFDO

Authors Ofir Harari, David M. Steinberg

Publication date 13 October 2014

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2013.11.013

zbMATH Keywords

Gaussian processspectral decompositionoptimal designs

Mathematics Subject Classification ID

Bayesian inference (62F15) Gaussian processes (60G15) Optimal statistical designs (62K05)

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Cites work

• scientific article; zbMATH DE number 45848 (Why is no real title available?)
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• Kriging metamodeling in simulation: a review
• Space-filling Latin hypercube designs for computer experiments
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• The effect of the nugget on Gaussian process emulators of computer models

Cited in

(9)

• Gaussian Process Assisted Active Learning of Physical Laws
• The use of the Karhunen Loève expansion in the design of computer experiments
• Optimal experimental design: formulations and computations
• Discrimination between Gaussian process models: active learning and static constructions
• Convex relaxation for IMSE optimal design in random-field models
• Quadrature Methods for Bayesian Optimal Design of Experiments With Nonnormal Prior Distributions
• Spectral approximation of the IMSE criterion for optimal designs in kernel-based interpolation models
• Mercer kernels and integrated variance experimental design: connections between Gaussian process regression and polynomial approximation
• Variable Selection for Gaussian Process Models using Experimental Design-Based Subagging

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