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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Bibliographic Details
Main Authors: Gramacy, Robert B., Lian, Heng
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2013
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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