Robust additive Gaussian process models using reference priors and cut-off-designs

DOI10.1016/j.apm.2018.07.050zbMath1481.62049OpenAlexW2890104146MaRDI QIDQ2307104

Michael Ortner, Jürgen Pilz, Natalie Vollert

Publication date: 27 March 2020

Published in: Applied Mathematical Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.apm.2018.07.050

zbMATH Keywords

additive modelsrobust estimationcomputer experimentsreference priorGaussian process models

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Gaussian processes (60G15) Factorial statistical designs (62K15)

Related Items (1)

Assessing the Statistical Quality of RNGs

Uses Software

• DiceKriging
• DiceOptim

Cites Work

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• Objective Bayesian Analysis of Spatially Correlated Data
• The Estimation of the Mean Squared Error of Small-Area Estimators
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates

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