1. Rasmussen, Carl Edward and Williams, Christopher K. I., Gaussian Processes for Machine Learning (Adaptive Computation and Machine Learning), 2005, 026218253X, The MIT Press, http://www.gaussianprocess.org/gpml/
2. The Design and Analysis of Computer Experiments
3. Handbook of Uncertainty Quantification
4. Surrogates: Gaussian Process Modeling, Design and Optimization for the Applied Sciences, Gramacy, Robert B., Chapman Hall/CRC, Boca Raton, Florida, http://bobby.gramacy.com/surrogates/, 9781000766523, 2020
5. The Wiener--Askey Polynomial Chaos for Stochastic Differential Equations