On the instability issue of gradient-enhanced Gaussian process emulators for computer experiments
DOI10.1137/16M1088247zbMATH Open1432.60008OpenAlexW2801746060WikidataQ129895513 ScholiaQ129895513MaRDI QIDQ3176239FDOQ3176239
Authors: Xu He, Peter Chien 
Publication date: 19 July 2018
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/16m1088247
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Computational methods for problems pertaining to probability theory (60-08) Gaussian processes (60G15) Design of statistical experiments (62Kxx)
Cites Work
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- Lower bounds for norms of inverses of interpolation matrices for radial basis functions
- A combinatorial central limit theorem for randomized orthogonal array sampling designs
- A multivariate central limit theorem for randomized orthogonal array sampling designs in computer experiments
- On the condition number anomaly of Gaussian correlation matrices
- Norm estimates for inverses of Toeplitz distance matrices
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- An improved estimate for the condition number anomaly of univariate Gaussian correlation matrices
Cited In (7)
- Construction of high-dimensional high-separation distance designs
- Optimal design for kernel interpolation: applications to uncertainty quantification
- A solution to the ill-conditioning of gradient-enhanced covariance matrices for Gaussian processes
- A Random Fourier Feature Method for Emulating Computer Models With Gradient Information
- The effect of the nugget on Gaussian process emulators of computer models
- A non-intrusive solution to the ill-conditioning problem of the gradient-enhanced Gaussian covariance matrix for Gaussian processes
- APIK: Active Physics-Informed Kriging Model with Partial Differential Equations
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