hetGP: Heteroskedastic Gaussian Process Modeling and Sequential Design in R
An increasing number of time-consuming simulators exhibit a complex noise structure that depends on the inputs. For conducting studies with limited budgets of evaluations, new surrogate methods are required in order to simultaneously model the mean and variance fields. To this end, we present the he...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Foundation for Open Access Statistics
2021-07-01
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| Series: | Journal of Statistical Software |
| Subjects: | |
| Online Access: | https://www.jstatsoft.org/index.php/jss/article/view/3655 |