UNCERTAINTY QUANTIFICATION OF MULTIVARIATE GAUSSIAN PROCESS REGRESSION FOR APPROXIMATING MULTIVARIATE COMPUTER CODES

• Published in: TWMS journal of applied and engineering mathematics Vol. 14; no. 3; p. 1058
• Main Author: Al-Taweel, Younus
• Format: Journal Article
• Language: English
• Published: Istanbul Turkic World Mathematical Society 01.01.2024; Elman Hasanoglu
• Subjects: Analysis; Approximation; Codes; Gaussian process; Gaussian processes; Mathematics; Multivariate analysis; Sensitivity analysis; Uncertainty

Gaussian process regression (GPR) models have become popular as fast alternative models for complex computer codes. For complex computer code (CC) with multivariate outputs, a GPR model can be constructed separately for each CC output, ignoring the correlation between the different outputs. However,...