On the Bayesian treed multivariate Gaussian process with linear model of coregionalization
(2014)
Journal Article
Konomi, B., Karagiannis, G., & Lin, G. (2015). On the Bayesian treed multivariate Gaussian process with linear model of coregionalization. Journal of Statistical Planning and Inference, 157-158, 1-15. https://doi.org/10.1016/j.jspi.2014.08.010
The Bayesian treed multivariate Gaussian process (BTMGP) and Bayesian treed Gaussian process (BTGP) provide straightforward mechanisms for emulating non-stationary multivariate computer codes that alleviate computational demands by fitting models loc... Read More about On the Bayesian treed multivariate Gaussian process with linear model of coregionalization.