Warped Gaussian Processes and Derivative-Based Sequential Designs for Functions with Heterogeneous Variations
From MaRDI portal
Publication:3176256
DOI10.1137/17M1129179zbMath1403.62144MaRDI QIDQ3176256
Jean Baccou, Sébastien Marmin, David Ginsbourger, Jacques 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
60G15: Gaussian processes
62K99: Design of statistical experiments
62L05: Sequential statistical design
Related Items
Diagnostics-Driven Nonstationary Emulators Using Kernel Mixtures, Deep Compositional Spatial Models, Prediction of non-stationary response functions using a Bayesian composite Gaussian process, Bayesian optimization using deep Gaussian processes with applications to aerospace system design
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Design of computer experiments: space filling and beyond
- Sequential design of computer experiments for the estimation of a probability of failure
- On degeneracy and invariances of random fields paths with applications in Gaussian process modelling
- Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods
- Efficient global optimization of expensive black-box functions
- Interpolation of spatial data. Some theory for kriging
- Application of Bayesian approach to numerical methods of global and stochastic optimization
- The design and analysis of computer experiments.
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Additive covariance kernels for high-dimensional Gaussian process modeling
- Estimating deformations of isotropic Gaussian random fields on the plane
- On ANOVA Decompositions of Kernels and Gaussian Random Field Paths
- A Gaussian process regression approach to a single-index model
- Bayesian Treed Gaussian Process Models With an Application to Computer Modeling
- Polar Gaussian Processes and Experimental Designs in Circular Domains
- A non-stationary covariance-based Kriging method for metamodelling in engineering design
- The identification of a particular nonlinear time series system
- Information-Theoretic Regret Bounds for Gaussian Process Optimization in the Bandit Setting
- A Multiple-Index Model and Dimension Reduction