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• W2793684073 abstract "Weakly stationary Gaussian processes are the principal tool in the statistical approaches to the design and analysis of computer experiments (or Uncertainty Quantification). Such processes are fitted to computer model output using a set of training runs to learn the parameters of the process covariance kernel. The stationarity assumption is often adequate, yet can lead to poor predictive performance when the model response exhibits nonstationarity, for example, if its smoothness varies across the input space. In this paper, we introduce a diagnostic-led approach to fitting nonstationary Gaussian process emulators by specifying finite mixtures of region-specific covariance kernels. Our method first fits a stationary Gaussian process and, if traditional diagnostics exhibit nonstationarity, those diagnostics are used to fit appropriate mixing functions for a covariance kernel mixture designed to capture the nonstationarity, ensuring an emulator that is continuous in parameter space and readily interpretable. We compare our approach to the principal nonstationary models in the literature and illustrate its performance on a number of idealised test cases and in an application to modelling the cloud parameterization of the French climate model." @default.
• W2793684073 created "2018-03-29" @default.
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• W2793684073 date "2018-03-13" @default.
• W2793684073 modified "2023-09-27" @default.
• W2793684073 title "Nonstationary Gaussian Process Emulators with Kernel Mixtures" @default.
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• W2793684073 hasPublicationYear "2018" @default.
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