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Gaussian Process Single-Index Models as Emulators for Computer Experiments

Summary: The authors reveal a Gaussian process (GP) single-index model (SIM) that makes an ideal emulator for some types of computer experiments, outperforming the usual separable GP regression model. The authors drastically simplify, reinterpret and generalize a previously proposed fully Bayesian GP-SIM combination. The favorable performance of this model is demonstrated with both a synthetic data set and a computer experiment using real data.

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  • Topics: Software and Technology (for statistics, measurement, analysis)
  • Keywords: Bayesian methods, Computer models, Nonparametric methods, Regression, Projection pursuit, Surrogate model
  • Author: Gramacy, Robert B.; Lian, Heng
  • Journal: Technometrics