Warped Gaussian processes and derivative-based sequential designs for functions with heterogeneous variations
DOI10.1137/17M1129179zbMATH Open1403.62144OpenAlexW2607746587MaRDI QIDQ3176256FDOQ3176256
Authors: Sébastien Marmin, Jean Baccou, D. Ginsbourger, J. Liandrat 
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/10.1137/17m1129179
Recommendations
Gaussian processes (60G15) Sequential statistical design (62L05) Design of statistical experiments (62K99)
Cites Work
- Efficient global optimization of expensive black-box functions
- Interpolation of spatial data. Some theory for kriging
- The design and analysis of computer experiments.
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Bayesian treed Gaussian process models with an application to computer modeling
- Gaussian processes for machine learning.
- Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting
- A unifying view of sparse approximate Gaussian process regression
- Sequential design of computer experiments for the estimation of a probability of failure
- Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods
- A Multiple-Index Model and Dimension Reduction
- Title not available (Why is that?)
- Estimating deformations of isotropic Gaussian random fields on the plane
- Title not available (Why is that?)
- Application of Bayesian approach to numerical methods of global and stochastic optimization
- Title not available (Why is that?)
- On degeneracy and invariances of random fields paths with applications in Gaussian process modelling
- The identification of a particular nonlinear time series system
- A non-stationary covariance-based Kriging method for metamodelling in engineering design
- Design of computer experiments: space filling and beyond
- Additive covariance kernels for high-dimensional Gaussian process modeling
- A Gaussian process regression approach to a single-index model
- On ANOVA decompositions of kernels and Gaussian random field paths
- Polar Gaussian processes and experimental designs in circular domains
Cited In (6)
- Prediction of non-stationary response functions using a Bayesian composite Gaussian process
- Bayesian optimization using deep Gaussian processes with applications to aerospace system design
- Hierarchical Gaussian process models for improved metamodeling
- Diagnostics-driven nonstationary emulators using kernel mixtures
- Compositionally-warped Gaussian processes
- Deep Compositional Spatial Models
Uses Software
This page was built for publication: Warped Gaussian processes and derivative-based sequential designs for functions with heterogeneous variations
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3176256)
