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Reference.org
Gaussian process emulator
open-in-new
See also
Kriging
Computer experiment
Currin, C., Mitchell, T., Morris, M., and Ylvisaker, D. (1991) "Bayesian Prediction of Deterministic Functions, with Applications to the Design and Analysis of Computer Experiments,"
Journal of the American Statistical Association
, 86, 953–963.
Kimeldorf, G. S. and Wahba, G. (1970) "A correspondence between Bayesian estimation on stochastic processes and smoothing by splines," The Annals of Mathematical Statistics, 41, 495–502.
O'Hagan, A. (1978) "Curve fitting and optimal design for predictions,"
Journal of the Royal Statistical Society
B, 40, 1–42.
O'Hagan, A. (2006) "Bayesian analysis of computer code outputs: A tutorial," Reliability Engineering & System Safety, 91, 1290–1300.
Sacks, J., Welch, W. J., Mitchell, T. J., and Wynn, H. P. (1989) "Design and Analysis of Computer Experiments,"
Statistical Science
, 4, 409–423.