Large-scale local surrogate modeling of stochastic simulation experiments
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Publication:2157538
DOI10.1016/j.csda.2022.107537OpenAlexW3200930980MaRDI QIDQ2157538
Robert B. Gramacy, Michael Ludkovski, D. Austin Cole
Publication date: 22 July 2022
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2109.05324
krigingreplicationdivide-and-conquerWoodbury formulaGaussian process approximationinput-dependent noise (heteroskedasticity)
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