Gaussian process single-index models as emulators for computer experiments
A single-index model (SIM) provides for parsimonious multidimensional nonlinear regression by combining parametric (linear) projection with univariate nonparametric (nonlinear) regression models. We show that a particular Gaussian process (GP) formulation is simple to work with and ideal as an emula...
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Main Authors: | Gramacy, Robert B., Lian, Heng |
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Other Authors: | School of Physical and Mathematical Sciences |
Format: | Article |
Language: | English |
Published: |
2013
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Online Access: | https://hdl.handle.net/10356/94738 http://hdl.handle.net/10220/11876 |
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Institution: | Nanyang Technological University |
Language: | English |
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