Computer Emulation with Nonstationary Gaussian Processes

DOI10.1137/141001512zbMath1387.62091arXiv1308.4756OpenAlexW1894499353MaRDI QIDQ4636417

Silvia Montagna, Surya T. Tokdar

Publication date: 19 April 2018

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

Full work available at URL: https://arxiv.org/abs/1308.4756

zbMATH Keywords

Bayesian inferenceuncertainty quantificationparticle learningsequential designnonstationary Gaussian processcomputer emulation

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics in engineering and industry; control charts (62P30) Sequential statistical design (62L05) Response surface designs (62K20)

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