Adaptive design for Gaussian process regression under censoring

DOI10.1214/21-AOAS1512zbMath1498.62153arXiv1910.05452OpenAlexW2979672915WikidataQ114060490 ScholiaQ114060490MaRDI QIDQ2154177

Jialei Chen, Simon Mak, V. Roshan Joseph, Chuck Zhang

Publication date: 14 July 2022

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1910.05452

zbMATH Keywords

krigingexperimental designadaptive samplingmultifidelity modelingcensored experiments

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Gaussian processes (60G15) Design of statistical experiments (62K99) Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30)

Uses Software

• COMSOL

Cites Work

• Exploratory designs for computational experiments
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• Gaussian process modeling with inequality constraints
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• Bayesian Calibration of Computer Models
• Stochastic Kriging for Simulation Metamodeling
• An Efficient Surrogate Model for Emulation and Physics Extraction of Large Eddy Simulations
• Finite-Dimensional Gaussian Approximation with Linear Inequality Constraints
• Maximum projection designs for computer experiments
• Strictly Proper Scoring Rules, Prediction, and Estimation
• On the distribution of points in a cube and the approximate evaluation of integrals
• A Simplex Method for Function Minimization

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