Local Gaussian Process Approximation for Large Computer Experiments
نویسندگان
چکیده
منابع مشابه
Local Gaussian process approximation for large computer experiments
We provide a new approach to approximate emulation of large computer experiments. By focusing expressly on desirable properties of the predictive equations, we derive a family of local sequential design schemes that dynamically define the support of a Gaussian process predictor based on a local subset of the data. We further derive expressions for fast sequential updating of all needed quantiti...
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ژورنال
عنوان ژورنال: Journal of Computational and Graphical Statistics
سال: 2015
ISSN: 1061-8600,1537-2715
DOI: 10.1080/10618600.2014.914442