Optimal designs for Gaussian process models via spectral decomposition

DOI10.1016/J.JSPI.2013.11.013zbMATH Open1306.62184OpenAlexW2133324871MaRDI QIDQ460654FDOQ460654

Authors: Ofir Harari, David M. Steinberg 

Publication date: 13 October 2014

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2013.11.013

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zbMATH Keywords

Gaussian processspectral decompositionoptimal designs

Mathematics Subject Classification ID

Bayesian inference (62F15) Gaussian processes (60G15) Optimal statistical designs (62K05)

Cites Work

• The design and analysis of computer experiments.
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Bayesian experimental design: A review
• Gaussian processes for machine learning.
• Title not available (Why is that?)
• Kriging metamodeling in simulation: a review
• The effect of the nugget on Gaussian process emulators of computer models
• Gaussian processes for ordinal regression
• Kernels of Trace Class Operators
• Batch sequential designs for computer experiments
• Finite elements for elliptic problems with stochastic coefficients
• Space-filling Latin hypercube designs for computer experiments
• Bayesian optimal designs for linear regression models
• Computer experiments: a review

Cited In (9)

• Gaussian Process Assisted Active Learning of Physical Laws
• The use of the Karhunen Loève expansion in the design of computer experiments
• Optimal experimental design: formulations and computations
• Discrimination between Gaussian process models: active learning and static constructions
• Convex relaxation for IMSE optimal design in random-field models
• Quadrature Methods for Bayesian Optimal Design of Experiments With Nonnormal Prior Distributions
• Spectral approximation of the IMSE criterion for optimal designs in kernel-based interpolation models
• Mercer kernels and integrated variance experimental design: connections between Gaussian process regression and polynomial approximation
• Variable Selection for Gaussian Process Models using Experimental Design-Based Subagging

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