Full scale multi-output Gaussian process emulator with nonseparable auto-covariance functions

DOI10.1016/j.jcp.2015.08.006zbMath1349.60059OpenAlexW1188019604MaRDI QIDQ2374734

Guang Lin, Bohai Zhang, Huiyan Sang, Georgios Karagiannis, Bledar A. Konomi

Publication date: 5 December 2016

Published in: Journal of Computational Physics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jcp.2015.08.006

zbMATH Keywords

uncertainty quantificationGaussian process emulatorcarbon capture unitfull-scale approximationnonseparable covariance function

Mathematics Subject Classification ID

Gaussian processes (60G15) Computational methods for problems pertaining to probability theory (60-08)

Related Items (2)

Robust optimization with uncertainty using a stochastic multivariate Gaussian process model ⋮ Emulating Satellite Drag from Large Simulation Experiments

Uses Software

• mctoolbox
• sparcl
• FRK

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Multi-output separable Gaussian process: towards an efficient, fully Bayesian paradigm for uncertainty quantification
• Multi-output local Gaussian process regression: applications to uncertainty quantification
• Covariance approximation for large multivariate spatial data sets with an application to multiple climate model errors
• Improving the performance of predictive process modeling for large datasets
• Bayesian emulation of complex multi-output and dynamic computer models
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Markov chains for exploring posterior distributions. (With discussion)
• Regularized \(k\)-means clustering of high-dimensional data and its asymptotic consistency
• Nonstationary multivariate process modeling through spatially varying coregionalization
• An adaptive multi-element generalized polynomial chaos method for stochastic differential equations
• Bayesian Calibration of Computer Models
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Bayesian Treed Gaussian Process Models With an Application to Computer Modeling
• Full-Scale Approximations of Spatio-Temporal Covariance Models for Large Datasets
• Fixed Rank Kriging for Very Large Spatial Data Sets
• Gaussian Predictive Process Models for Large Spatial Data Sets
• The Numerical Solution of Integral Equations of the Second Kind
• Nonseparable, Stationary Covariance Functions for Space–Time Data
• Classes of Nonseparable, Spatio-Temporal Stationary Covariance Functions
• A Full Scale Approximation of Covariance Functions for Large Spatial Data Sets
• Accuracy and Stability of Numerical Algorithms
• A Framework for Feature Selection in Clustering
• Cross-covariance functions for multivariate random fields based on latent dimensions
• Covariance Tapering for Likelihood-Based Estimation in Large Spatial Data Sets
• Model Selection and Estimation in Regression with Grouped Variables
• Monte Carlo sampling methods using Markov chains and their applications
• Space–Time Covariance Functions

This page was built for publication: Full scale multi-output Gaussian process emulator with nonseparable auto-covariance functions