Leveraging the nugget parameter for efficient Gaussian process modeling

DOI10.1002/NME.5751zbMATH Open1548.62198MaRDI QIDQ6569246FDOQ6569246

Authors: Ramin Bostanabad, Tucker Kearney, Siyu Tao, Daniel W. Apley, Wei Chen 

Publication date: 8 July 2024

Published in: International Journal for Numerical Methods in Engineering (Search for Journal in Brave)

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zbMATH Keywords

computer experimentsGaussian processill-conditioned matrixhyperparameter estimationnugget parameter

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Gaussian processes (60G15) Design of statistical experiments (62K99)

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Cited In (4)

• Latent variable Gaussian process models: a rank-based analysis and an alternative approach
• Bayesian structural identification using Gaussian process discrepancy models
• A non-intrusive solution to the ill-conditioning problem of the gradient-enhanced Gaussian covariance matrix for Gaussian processes
• Online evaluation of the process noise covariance matrix for event-based state estimators

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