Flexible Correlation Structure for Accurate Prediction and Uncertainty Quantification in Bayesian Gaussian Process Emulation of a Computer Model-Reference-Cited by-同舟云学术

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Flexible Correlation Structure for Accurate Prediction and Uncertainty Quantification in Bayesian Gaussian Process Emulation of a Computer Model

Published:2017-01 Issue:1 Volume:5 Page:598-620
ISSN:2166-2525
Container-title:SIAM/ASA Journal on Uncertainty Quantification
language:en
Short-container-title:SIAM/ASA J. Uncertainty Quantification

Author:

Chen Hao,Loeppky Jason L.,Welch William J.

Funder

Natural Sciences and Engineering Research Council of Canada

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Discrete Mathematics and Combinatorics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Link

https://epubs.siam.org/doi/pdf/10.1137/15M1008774

Reference22 articles.

1. Estimating the Prediction Mean Squared Error in Gaussian Stochastic Processes with Exponential Correlation Structure

2. Diagnostics for Gaussian Process Emulators

3. Using Statistical and Computer Models to Quantify Volcanic Hazards

4. Analysis Methods for Computer Experiments: How to Assess and What Counts?

5. Generalized Latin Hypercube Design for Computer Experiments

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