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hetGP - MaRDI portal

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hetGP (Q55961)

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Heteroskedastic Gaussian Process Modeling and Design under Replication
Language Label Description Also known as
English
hetGP
Heteroskedastic Gaussian Process Modeling and Design under Replication

    Statements

    instance of
    R package
    0 references
    software version identifier
    1.1.5
    publication date
    8 March 2023
    0 references
    1.0.0
    publication date
    28 September 2017
    0 references
    1.0.1
    publication date
    29 November 2017
    0 references
    1.0.2
    publication date
    6 February 2018
    0 references
    1.1.0
    publication date
    18 September 2018
    0 references
    1.1.1
    publication date
    10 January 2019
    0 references
    1.1.2
    publication date
    24 October 2019
    0 references
    1.1.3
    publication date
    17 March 2021
    0 references
    1.1.4
    publication date
    8 July 2021
    0 references
    1.1.6
    publication date
    2 October 2023
    0 references
    programmed in
    R
    0 references
    last update
    2 October 2023
    0 references
    description
    Performs Gaussian process regression with heteroskedastic noise following the model by Binois, M., Gramacy, R., Ludkovski, M. (2016) <arXiv:1611.05902>, with implementation details in Binois, M. & Gramacy, R. B. (2021) <doi:10.18637/jss.v098.i13>. The input dependent noise is modeled as another Gaussian process. Replicated observations are encouraged as they yield computational savings. Sequential design procedures based on the integrated mean square prediction error and lookahead heuristics are provided, and notably fast update functions when adding new observations.
    0 references
    author
    Mickael Binois
    0 references
    imports
    Rcpp
    software version identifier
    ≥ 0.12.3
    0 references
    MASS
    0 references
    methods
    0 references
    DiceDesign
    0 references

    Identifiers

    swMATH work ID
    40261
    0 references
    CRAN project
    hetGP
    0 references
     
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