Multiresolution Functional ANOVA for Large-Scale, Many-Input Computer Experiments
面向大规模多输入计算机实验的多分辨率函数型方差分析
The Gaussian process is a standard tool for building emulators for both deterministic and stochastic computer experiments. However, application of Gaussian process models is greatly limited in practice, particularly for large-scale and many-input computer experiments that have become typical. We propose a multiresolution functional ANOVA (MRFA) model as a computationally feasible emulation alternative. More generally, this model can be used for large-scale and many-input…