Non-stationary Gaussian Process Surrogates

30 May 2023 · Annie Sauer, Andrew Cooper, Robert B. Gramacy ·

We provide a survey of non-stationary surrogate models which utilize Gaussian processes (GPs) or variations thereof, including non-stationary kernel adaptations, partition and local GPs, and spatial warpings through deep Gaussian processes. We also overview publicly available software implementations and conclude with a bake-off involving an 8-dimensional satellite drag computer experiment. Code for this example is provided in a public git repository.

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