Prediction of non-stationary response functions using a Bayesian composite Gaussian process

DOI10.1016/J.CSDA.2020.107083MaRDI QIDQ829711zbMATH OpenOpenAlexFDO

Authors Casey B. Davis, Christopher M. Hans, Thomas Santner

Publication date 6 May 2021

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2020.107083

zbMATH Keywords

emulatoruncertainty quantificationuniversal krigingcomposite Gaussian process modelGaussian process interpolatortreed Gaussian process model

Mathematics Subject Classification ID

Statistics (62-XX)

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Cites work

• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• scientific article; zbMATH DE number 3583145 (Why is no real title available?)
• scientific article; zbMATH DE number 1522714 (Why is no real title available?)
• scientific article; zbMATH DE number 1522729 (Why is no real title available?)
• A non-stationary covariance-based Kriging method for metamodelling in engineering design
• Bayesian treed Gaussian process models with an application to computer modeling
• Cases for the nugget in modeling computer experiments
• Composite Gaussian process models for emulating expensive functions
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Optimal scaling for various Metropolis-Hastings algorithms.
• Robust Gaussian stochastic process emulation
• Stochastic kriging for simulation metamodeling
• Strictly Proper Scoring Rules, Prediction, and Estimation
• The design and analysis of computer experiments
• Warped Gaussian processes and derivative-based sequential designs for functions with heterogeneous variations
• Weak convergence and optimal scaling of random walk Metropolis algorithms

Cited in

(2)

• Composite Gaussian process models for emulating expensive functions
• Statistical test for anomalous diffusion based on empirical anomaly measure for Gaussian processes

Describes a project that uses

Uses Software

• CGP
• Virtual library
• tgp

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