Robust Gaussian stochastic process emulation

DOI10.1214/17-AOS1648zbMath1408.62155arXiv1708.04738OpenAlexW2963446226MaRDI QIDQ1991689

Mengyang Gu, Xiao-Jing Wang, James O. Berger

Publication date: 30 October 2018

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.04738

zbMATH Keywords

posterior proprietyemulationobjective priorsLatin hypercube designGaussian stochastic processrobust parameter estimationanisotropic covariance

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Robustness and adaptive procedures (parametric inference) (62F35) Statistical block designs (62K10)

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Uses Software

• DiceKriging
• DiceOptim
• Virtual library

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