A Framework for Controlling Sources of Inaccuracy in Gaussian Process Emulation of Deterministic Computer Experiments

DOI10.1137/17M1131210zbMath1403.62143arXiv1411.7049OpenAlexW2963732218MaRDI QIDQ3176230

Wenjia Wang, Benjamin Haaland, Vaibhav Maheshwari

Publication date: 19 July 2018

Published in: SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1411.7049

zbMATH Keywords

interpolationGaussian processreproducing kernel Hilbert spaceemulationexperimental designcomputer experiment

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Optimal statistical designs (62K05) Design of statistical experiments (62K99)

Related Items (2)

Fast Calibration for Computer Models with Massive Physical Observations ⋮ On the interface between nested designs and the multi-step interpolator

Uses Software

• EGO
• mlegp

Cites Work

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