Combination of optimization-free kriging models for high-dimensional problems
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DOI: 10.1007/s00180-023-01424-7
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- Bachoc, François, 2013. "Cross Validation and Maximum Likelihood estimations of hyper-parameters of Gaussian processes with model misspecification," Computational Statistics & Data Analysis, Elsevier, vol. 66(C), pages 55-69.
- Roustant, Olivier & Ginsbourger, David & Deville, Yves, 2012. "DiceKriging, DiceOptim: Two R Packages for the Analysis of Computer Experiments by Kriging-Based Metamodeling and Optimization," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 51(i01).
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Keywords
Kriging; Gaussian process regression; High dimension; Hyperparameter optimization; Length-scales bounds; Model aggregation;
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