A variational inference-based heteroscedastic Gaussian process approach for simulation metamodeling

DOI10.1145/3299871MaRDI QIDQ6600044zbMATH OpenFDO

Authors Wenjing Wang, Nan Chen, Xi Chen, Linchang Yang

Publication date 8 September 2024

Published in ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1145/3299871

zbMATH Keywords

heteroscedasticitymetamodelingsimulation output analysissimulation theoryvariational inference

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Response surface designs (62K20)

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Cites work

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• Practical Heteroscedastic Gaussian Process Modeling for Large Simulation Experiments
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• Robustness of kriging when interpolating in random simulation with heterogeneous variances: some experiments
• Sequential Design and Estimation in Heteroscedastic Nonparametric Regression
• Spatial Statistical Data Fusion for Remote Sensing Applications
• Spatial-temporal mesoscale modeling of rainfall intensity using gage and radar data
• Statistics for spatial data
• Stochastic kriging for simulation metamodeling

Cited in

(3)

• An efficient metamodeling approach for uncertainty quantification of complex systems with arbitrary parameter probability distributions
• Enhancing response predictions with a joint Gaussian process model for stochastic simulation models
• Hierarchical Gaussian process models for improved metamodeling

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