Multivariate Gaussian Process Emulators With Nonseparable Covariance Structures
نویسندگان
چکیده
منابع مشابه
Multivariate Gaussian Process Emulators With Nonseparable Covariance Structures
Gaussian process regression models or ‘emulators’ have become popular in the statistical analysis of deterministic computer models (simulators), in particular for computationally expensive models where the emulator is used as a fast surrogate. For models with multivariate output, common practice is to specify a separable covariance structure for the Gaussian process. Though computationally conv...
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ژورنال
عنوان ژورنال: Technometrics
سال: 2012
ISSN: 0040-1706,1537-2723
DOI: 10.1080/00401706.2012.715835