Emulating computer models with step-discontinuous outputs using Gaussian processes

30 Sep 2020 Mohammadi Hossein Challenor Peter Goodfellow Marc Williamson Daniel

In many real-world applications we are interested in approximating costly functions that are analytically unknown, e.g. complex computer codes. An emulator provides a fast approximation of such functions relying on a limited number of evaluations... (read more)

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  • METHODOLOGY