A Nonstationary Space-Time Gaussian Process Model for Partially Converged Simulations

DOI10.1137/120882834zbMath1291.60075OpenAlexW2029960216MaRDI QIDQ5397864

Victor Picheny, David Ginsbourger

Publication date: 25 February 2014

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

Full work available at URL: https://boris.unibe.ch/41519/8/A%20non-stationary%20space-time%20Gaussian%20Process%20model%20for%20partially%20converged%20simulations.pdf

zbMATH Keywords

krigingcomputer experimentscovariance kernels

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Inference from spatial processes (62M30) Gaussian processes (60G15)

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