Chapter 8
Gaussian Process
Fit Data Using Smoothing Models
The Gaussian Process platform is used to model the relationship between a continuous response and one or more continuous predictors. These models are common in areas like computer simulation experiments, such as the output of finite element codes, and they often perfectly interpolate the data. Gaussian processes can deal with these no-error-term models, in which the same input values always result in the same output value.
The Gaussian Process platform fits a spatial correlation model to the data, where the correlation of the response between two observations decreases as the values of the independent variables become more distant.
The main purpose for using this platform is to obtain ...
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