Outputs (2)

Full scale multi-output Gaussian process emulator with nonseparable auto-covariance functions (2015)
Journal Article
Zhang, B., Konomi, B., Sang, H., Karagiannis, G., & Lin, G. (2015). Full scale multi-output Gaussian process emulator with nonseparable auto-covariance functions. Journal of Computational Physics, 300, 623-642. https://doi.org/10.1016/j.jcp.2015.08.006

Gaussian process emulator with separable covariance function has been utilized extensively in modeling large computer model outputs. The assumption of separability imposes constraints on the emulator and may negatively affect its performance in some... Read More about Full scale multi-output Gaussian process emulator with nonseparable auto-covariance functions.

A Bayesian mixed shrinkage prior procedure for spatial–stochastic basis selection and evaluation of gPC expansions: Applications to elliptic SPDEs (2015)
Journal Article
Karagiannis, G., Konomi, B., & Lin, G. (2015). A Bayesian mixed shrinkage prior procedure for spatial–stochastic basis selection and evaluation of gPC expansions: Applications to elliptic SPDEs. Journal of Computational Physics, 284, 528-546. https://doi.org/10.1016/j.jcp.2014.12.034

We propose a new fully Bayesian method to efficiently obtain the spectral representation of a spatial random field, which can conduct spatial–stochastic basis selection and evaluation of generalized Polynomial Chaos (gPC) expansions when the number o... Read More about A Bayesian mixed shrinkage prior procedure for spatial–stochastic basis selection and evaluation of gPC expansions: Applications to elliptic SPDEs.