Flexible Correlation Structure for Accurate Prediction and Uncertainty Quantification in Bayesian Gaussian Process Emulation of a Computer Model

DOI10.1137/15M1008774zbMath1390.60134MaRDI QIDQ4636399

Jason L. Loeppky, Hao Chen, William J. Welch

Publication date: 19 April 2018

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

zbMATH Keywords

coverage probabilitycomputer experimentBayesian predictive distributionMatérn correlationpower-exponential correlationsquared-exponential correlation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Bayesian inference (62F15) Nonparametric tolerance and confidence regions (62G15)

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• Bayesian Design and Analysis of Computer Experiments: Use of Derivatives in Surface Prediction
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• Estimating the Prediction Mean Squared Error in Gaussian Stochastic Processes with Exponential Correlation Structure

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