Full scale multi-output Gaussian process emulator with nonseparable auto-covariance functions
نویسندگان
چکیده
منابع مشابه
Full scale multi-output Gaussian process emulator with nonseparable auto-covariance functions
Gaussian process emulator with separable covariance function has been utilized extensively in modelling large computer model outputs. The assumption of separability imposes constraints on the emulator and may negatively affect its performance in some applications where separability may not hold. We propose a multi-output Gaussian process emulator with a nonseparable autocovariance function to a...
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ژورنال
عنوان ژورنال: Journal of Computational Physics
سال: 2015
ISSN: 0021-9991
DOI: 10.1016/j.jcp.2015.08.006