On the maximum likelihood training of gradient-enhanced spatial Gaussian processes
DOI10.1137/13092229XzbMATH Open1283.62201MaRDI QIDQ5404604FDOQ5404604
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Publication date: 28 March 2014
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
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maximum likelihoodresponse surfacesurrogate modeldesign and analysis of computer experimentsgradient-enhanced Krigingspatial linear modelshyper-parameter training
Inference from spatial processes (62M30) Applications of statistics in engineering and industry; control charts (62P30) Inference from stochastic processes and prediction (62M20) Probabilistic models, generic numerical methods in probability and statistics (65C20)
Cited In (9)
- Hermite Interpolation and Data Processing Errors on Riemannian Matrix Manifolds
- A solution to the ill-conditioning of gradient-enhanced covariance matrices for Gaussian processes
- Multifidelity Data Fusion via Gradient-Enhanced Gaussian Process Regression
- Optimization of expensive black-box problems via gradient-enhanced Kriging
- A non-intrusive solution to the ill-conditioning problem of the gradient-enhanced Gaussian covariance matrix for Gaussian processes
- Sliced Gradient-Enhanced Kriging for High-Dimensional Function Approximation
- Asymptotic behavior of the likelihood function of covariance matrices of spatial Gaussian processes
- High dimensional kriging metamodelling utilising gradient information
- A screening-based gradient-enhanced Kriging modeling method for high-dimensional problems
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