A Bayesian Meta-Modeling Approach for Gaussian Stochastic Process Models Using a Non Informative Prior

DOI10.1080/03610926.2010.533230zbMath1237.93164OpenAlexW2042139369MaRDI QIDQ2884884

Wen-Ze Shao, Yiliu Tu, Yizhong Ma, Hai-Song Deng

Publication date: 18 May 2012

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2010.533230

zbMATH Keywords

simulationcomputer experimentsKrigingpenalized likelihoodexpectation maximizationmeta-modeling

Mathematics Subject Classification ID

Least squares and related methods for stochastic control systems (93E24) Stochastic systems in control theory (general) (93E03)

Cites Work

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• Bayesian Compressive Sensing
• A Correspondence Between Bayesian Estimation on Stochastic Processes and Smoothing by Splines
• Ridge Regression: Biased Estimation for Nonorthogonal Problems

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