Calibration of computer models with multivariate output

DOI10.1016/j.csda.2012.05.023zbMath1255.62187MaRDI QIDQ1927177

Gonzalo García-Donato, Rui Paulo, Jesús Palomo

Publication date: 30 December 2012

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

Full work available at URL: https://doi.org/10.1016/j.csda.2012.05.023

zbMATH Keywords

Bayesian analysis; Gaussian process; validation; linear model of coregionalization

Mathematics Subject Classification ID

62H99: Multivariate analysis

68U99: Computing methodologies and applications

62M99: Inference from stochastic processes

Related Items

Gaussian processes for computer experiments, Calibrating a Stochastic, Agent-Based Model Using Quantile-Based Emulation, Unnamed Item, \textit{KrigInv}: an efficient and user-friendly implementation of batch-sequential inversion strategies based on kriging, Cross validation and maximum likelihood estimations of hyper-parameters of Gaussian processes with model misspecification, Analyzing stochastic computer models: a review with opportunities, Asymptotic properties of the maximum likelihood and cross validation estimators for transformed Gaussian processes, Maximum likelihood estimation for Gaussian processes under inequality constraints, Cross-validation estimation of covariance parameters under fixed-domain asymptotics, Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes

Uses Software

• DiceKriging
• mlegp

Cites Work

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