Scaled Vecchia Approximation for Fast Computer-Model Emulation.
Matthias KatzfussJoseph GuinnessEarl LawrencePublished in: SIAM/ASA J. Uncertain. Quantification (2022)
Keyphrases
- mathematical model
- probabilistic model
- similarity measure
- objective function
- high level
- formal model
- sensitivity analysis
- theoretical framework
- management system
- piecewise constant
- simulation model
- bayesian framework
- parameter estimation
- data mining
- probability distribution
- hidden markov models
- multiscale
- case study