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Diagnostics for Gaussian Process Emulators

Summary: [This abstract is based on the authors' abstract.] Mathematical models known as simulators are widely used to represent complex real-world phenomena, but are so complex that they take considerable computer time and other resources to run. A methodology has been developed to build a statistical representation of the simulator. This emulator uses Gaussian processes. Diagnostics are presented to validate and assess the adequacy of the Gaussian emulator as a surrogate for the simulator. These diagnostics are applied to two different data sets.

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  • Topics: Problem Solving, Design of Experiments
  • Keywords: Computer models, Simulations, Bayesian methods, Gaussian curve, Diagnostics
  • Author: Bastos, Leonardo S.; O’Hagan, Anthony
  • Journal: Technometrics