A Framework for Controlling Sources of Inaccuracy in Gaussian Process Emulation of Deterministic Computer Experiments

DOI10.1137/17M1131210zbMath1403.62143arXiv1411.7049MaRDI QIDQ3176230

Wenjia Wang, Vaibhav Maheshwari, Benjamin Haaland

Publication date: 19 July 2018

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.7049

zbMATH Keywords

interpolation; Gaussian process; reproducing kernel Hilbert space; emulation; experimental design; computer experiment

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

60G15: Gaussian processes

62K05: Optimal statistical designs

62K99: Design of statistical experiments

Uses Software

• EGO
• mlegp