Gaussian Process Regression on Nested Spaces
DOI10.1137/21m1445053zbMath1514.62005OpenAlexW4286799359MaRDI QIDQ6109172
Céline Helbert, Unnamed Author, Bruno Demory, Christophette Blanchet-Scalliet
Publication date: 30 June 2023
Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/21m1445053
krigingGaussian process regressionhigh dimensionmetamodelmultifidelitynested spacesinfinite conditioningvariable-size design space problems
Computational methods for problems pertaining to statistics (62-08) Inference from stochastic processes and prediction (62M20) Applications of statistics in engineering and industry; control charts (62P30) Inference from stochastic processes and spectral analysis (62M15) Sequential statistical analysis (62L10) Empirical decision procedures; empirical Bayes procedures (62C12) Sequential estimation (62L12) Missing data (62D10)
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