Gaussian Processes and Polynomial Chaos Expansion for Regression Problem: Linkage via the RKHS and Comparison via the KL Divergence
In this paper, we examine two widely-used approaches, the polynomial chaos expansion (PCE) and Gaussian process (GP) regression, for the development of surrogate models. The theoretical differences between the PCE and GP approximations are discussed. A state-of-the-art PCE approach is constructed ba...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2018-03-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | http://www.mdpi.com/1099-4300/20/3/191 |