Cross-Validation--based Adaptive Sampling for Gaussian Process Models

DOI10.1137/21M1404260zbMath1493.62473arXiv2005.01814MaRDI QIDQ5862906

Daniel B. Williamson, Marc Goodfellow, Hossein Mohammadi, Peter G. Challenor

Publication date: 10 March 2022

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

Full work available at URL: https://arxiv.org/abs/2005.01814

zbMATH Keywords

Gaussian processesadaptive samplingcomputer experimentleave-one-out cross-validation

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Design of statistical experiments (62K99) Sequential statistical design (62L05)

Uses Software

• SPACE
• EGO
• DiceKriging
• DiceOptim
• DEoptim
• BayesDA
• DiceDesign
• DiceEval

Cites Work

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