As computer codes simulate complex physical phenomena, they involve a very large number of variables. To gain time, industrial experts build metamodels on restricted set variables, the most influential ones, while others are fixed. The variables is then enlarged progressively to improve knowledge studied output. Several designs experiment generated, which belong subspaces included in each other...

Mathematical models, usually implemented in computer programs known as simulators, are widely used in all areas of science and technology to represent complex real-world phenomena. Simulators are often so complex that they take appreciable amounts of computer time or other resources to run. In this context, a methodology has been developed based on building a statistical representation of the s...

Gaussian process regression can be accelerated by constructing a small pseudodataset to summarize the observed data. This idea sits at the heart of many approximation schemes, but such an approach requires the number of pseudo-datapoints to be scaled with the range of the input space if the accuracy of the approximation is to be maintained. This presents problems in time-series settings or in s...

The Gaussian process (GP) is a simple yet powerful probabilistic framework for various machine learning tasks. However, exact algorithms for learning and prediction are prohibitive to be applied to large datasets due to inherent computational complexity. To overcome this main limitation, various techniques have been proposed, and in particular, local GP algorithms that scales ”truly linearly” w...