Gaussian process hyper-parameter estimation using Parallel Asymptotically Independent Markov Sampling
نویسندگان
چکیده
منابع مشابه
Gaussian process hyper-parameter estimation using Parallel Asymptotically Independent Markov Sampling
Gaussian process emulators of computationally expensive computer codes provide fast statistical approximations to model physical processes. The training of these surrogates depends on the set of design points chosen to run the simulator. Due to computational cost, such training set is bound to be limited and quantifying the resulting uncertainty in the hyper-parameters of the emulator by uni-mo...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2016
ISSN: 0167-9473
DOI: 10.1016/j.csda.2016.05.019