Robust additive Gaussian process models using reference priors and cut-off-designs

DOI10.1016/J.APM.2018.07.050MaRDI QIDQ2307104zbMATH OpenOpenAlexFDO

Authors Natalie Vollert, Michael Ortner, Jürgen Pilz

Publication date 27 March 2020

Published in Applied Mathematical Modelling (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.apm.2018.07.050

zbMATH Keywords

additive modelscomputer experimentsGaussian process modelsreference priorrobust estimation

Mathematics Subject Classification ID

Gaussian processes (60G15) Computational methods for problems pertaining to statistics (62-08) Factorial statistical designs (62K15)

Recommendations

• Large scale variable fidelity surrogate modeling
• Additive covariance kernels for high-dimensional Gaussian process modeling
• Robust Gaussian stochastic process emulation
• Gaussian process surrogates for failure detection: a Bayesian experimental design approach
• Gaussian process modeling with boundary information

Cites work

• Additive covariance kernels for high-dimensional Gaussian process modeling
• Default priors for Gaussioan processes
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Efficient input-output model representations
• Generalized additive models
• Global sensitivity indices for nonlinear mathematical models and their Monte Carlo estimates
• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• scientific article; zbMATH DE number 2231192 (Why is no real title available?)
• Integrated likelihood methods for eliminating nuisance parameters. (With comments and a rejoinder).
• Objective Bayesian analysis of spatial data with uncertain nugget and range parameters
• Objective Bayesian Analysis of Spatially Correlated Data
• Quantifying uncertainty in random forests via confidence intervals and hypothesis tests
• Robust Gaussian stochastic process emulation
• The design and analysis of computer experiments.
• The Estimation of the Mean Squared Error of Small-Area Estimators

Cited in

(4)

• Benefits and application of tree structures in Gaussian process models to optimize magnetic field shaping problems
• Robust weighted Gaussian processes
• Jointly robust prior for Gaussian stochastic process in emulation, calibration and variable selection
• Assessing the Statistical Quality of RNGs

Describes a project that uses

Uses Software

• DiceKriging
• DiceOptim

This page was built for publication: Robust additive Gaussian process models using reference priors and cut-off-designs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2307104)