On ANOVA Decompositions of Kernels and Gaussian Random Field Paths

DOI10.1007/978-3-319-33507-0_15zbMath1356.65027arXiv1409.6008OpenAlexW1607959280MaRDI QIDQ2957041

Nicolas Durrande, Nicolas Lenz, Dominic Schuhmacher, Olivier Roustant, David Ginsbourger

Publication date: 20 January 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.6008

zbMATH Keywords

krigingnumerical integrationsensitivity analysisnumerical examplesGaussian processesmultivariate functionsGaussian random fieldcovariance functionsconditional simulations

Mathematics Subject Classification ID

Related Items (5)

Warped Gaussian Processes and Derivative-Based Sequential Designs for Functions with Heterogeneous Variations ⋮ Polar Gaussian Processes and Experimental Designs in Circular Domains ⋮ On degeneracy and invariances of random fields paths with applications in Gaussian process modelling ⋮ Bayesian Quadrature, Energy Minimization, and Space-Filling Design ⋮ Four algorithms to construct a sparse kriging kernel for dimensionality reduction

Uses Software

• DiceDesign
• DiceEval

Cites Work

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