Random Fourier features based Gaussian process models for stochastic simulations

DOI10.1137/24M1684220MaRDI QIDQ6856840zbMATH OpenFDO

Authors Ying Wu, Shifeng Xiong, Peter Chien

Publication date 18 February 2026

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

Full work available at URL https://doi.org/10.1137/24M1684220

zbMATH Keywords

Bayesian methodscomputer experimentsdesign of experimentsGaussian processrandom Fourier featuresstochastic simulationssurrogate models

Mathematics Subject Classification ID

Gaussian processes (60G15) Bayesian inference (62F15)

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