| 关于构造多元高斯过程协相关函数的一个注记 |
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| 作者姓名： | 牟唯嫣 熊世峰 |
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| 作者单位： | 1.北京建筑大学理学院, 北京 100044;2.中国科学院数学与系统科学研究院, 北京 100190 |
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| 基金项目： | Supported by Funding Project for Academic Human Resources Development in Institutions of Higher Learning Under the Jurisdiction of Beijing Municipality (PHR201107123), Central Support Local Projects (PXM 2013-014210-000173), Projects for Talents from Beijing Organization Department (2013D005017000016), and National Natural Science Foundation of China (11271355) |
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| 摘 要： | 给出一个简单但较广的构造多响应相依高斯过程协相关函数的方法. 该方法仅依赖已有的单响应高斯过程的协相关函数. 给出了该方法在计算机实验数据建模中的一些应用.
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| 关 键 词： | 计算机实验 相依高斯过程 多精度 |
| 收稿时间： | 2013-09-25 |
| 修稿时间： | 2014-01-15 |
Brief Report A note on construction of covariance functions of multiple Gaussian processes |
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| Authors: | MU Weiyan XIONG Shifeng |
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| Institution: | 1. School of Science, Beijing University of Civil Engineering and Architecture, Beijing 100044, China;
2. Academy of Mathematics and Systems Science, Chinese Academy of Sciences, Beijing 100190, China |
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| Abstract: | We provide a simple but general method to construct covariance functions of dependent Gaussian processes with multiple outputs. Our method relies only on existing covariance functions of Gaussian processes with single output. Several examples in computer experiments are given. |
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| Keywords: | computer experiment dependent Gaussian processes multiple levels of accuracy |
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