Sequential Batch Design for Gaussian Processes Employing Marginalization †

Within the Bayesian framework, we utilize Gaussian processes for parametric studies of long running computer codes. Since the simulations are expensive, it is necessary to exploit the computational budget in the best possible manner. Employing the sum over variances —being indicators for the quality...

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Bibliographic Details
Main Authors: Roland Preuss, Udo von Toussaint
Format: Article
Language:English
Published: MDPI AG 2017-02-01
Series:Entropy
Subjects:
Online Access:http://www.mdpi.com/1099-4300/19/2/84