On the Instability Issue of Gradient-Enhanced Gaussian Process Emulators for Computer Experiments

He, X; Chien, P

He, X (reprint author), Chinese Acad Sci, Acad Math & Syst Sci, Beijing, Peoples R China.

SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION, 2018; 6 (2): 627

Abstract

How to incorporate the gradient information of a computer code is an important problem in computer experiments. The gradient-enhanced Gaussian process......

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