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Related papers: Physics-Information-Aided Kriging: Constructing Co…

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In this work, we propose a new Gaussian process regression (GPR)-based multifidelity method: physics-informed CoKriging (CoPhIK). In CoKriging-based multifidelity methods, the quantities of interest are modeled as linear combinations of…

Machine Learning · Statistics 2019-07-24 Xiu Yang , David Barajas-Solano , Guzel Tartakovsky , Alexandre Tartakovsky

Kriging (or Gaussian process regression) is a popular machine learning method for its flexibility and closed-form prediction expressions. However, one of the key challenges in applying kriging to engineering systems is that the available…

Methodology · Statistics 2020-12-23 Jialei Chen , Zhehui Chen , Chuck Zhang , C. F. Jeff Wu

Kriging and Gaussian Process Regression are statistical methods that allow predicting the outcome of a random process or a random field by using a sample of correlated observations. In other words, the random process or random field is…

Methodology · Statistics 2025-10-14 Marius Marinescu

In this work, we propose a framework that combines the approximation-theory-based multifidelity method and Gaussian-process-regression-based multifidelity method to achieve data-model convergence when stochastic simulation models and sparse…

Machine Learning · Statistics 2018-12-10 Xiu Yang , Xueyu Zhu , Jing Li

In the context of Gaussian Process Regression or Kriging, we propose a full-Bayesian solution to deal with hyperparameters of the covariance function. This solution can be extended to the Trans-Gaussian Kriging framework, which makes it…

Applications · Statistics 2018-05-24 Joseph Muré

We present a physics-informed Gaussian Process Regression (GPR) model to predict the phase angle, angular speed, and wind mechanical power from a limited number of measurements. In the traditional data-driven GPR method, the form of the…

Signal Processing · Electrical Eng. & Systems 2018-06-29 Ramakrishna Tipireddy , Alexandre Tartakovsky

We propose a data fusion method based on multi-fidelity Gaussian process regression (GPR) framework. This method combines available data of the quantity of interest (QoI) and its gradients with different fidelity levels, namely, it is a…

Computational Engineering, Finance, and Science · Computer Science 2020-12-30 Yixiang Deng , Guang Lin , Xiu Yang

Analyzing massive spatial datasets using Gaussian process model poses computational challenges. This is a problem prevailing heavily in applications such as environmental modeling, ecology, forestry and environmental heath. We present a…

Methodology · Statistics 2021-12-07 Suman Majumder , Yawen Guan , Brian J. Reich , Arvind K. Saibaba

Gaussian process regression (GPR) has been a well-known machine learning method for various applications such as uncertainty quantifications (UQ). However, GPR is inherently a data-driven method, which requires sufficiently large dataset.…

Machine Learning · Computer Science 2023-05-03 Cheng Chang , Tieyong Zeng

Gaussian process regression is a powerful method for predicting states based on given data. It has been successfully applied for probabilistic predictions of structural systems to quantify, for example, the crack growth in mechanical…

Machine Learning · Statistics 2022-06-20 Simon Pfingstl , Markus Zimmermann

Gaussian processes (GPs) are a ubiquitous tool for geostatistical modeling with high levels of flexibility and interpretability, and the ability to make predictions at unseen spatial locations through a process called Kriging. Estimation of…

Machine Learning · Statistics 2024-11-12 Brandon R. Feng , Reetam Majumder , Brian J. Reich , Mohamed A. Abba

Gaussian process (GP) models are effective non-linear models for numerous scientific applications. However, computation of their hyperparameters can be difficult when there is a large number of training observations (n) due to the O(n^3)…

Computation · Statistics 2024-10-14 Amanda Muyskens , Benjamin W. Priest , Imene R. Goumiri , Michael D. Schneider

We provide a new kriging procedure of processes on graphs. Based on the construction of Gaussian random processes indexed by graphs, we extend to this framework the usual linear prediction method for spatial random fields, known as kriging.…

Statistics Theory · Mathematics 2014-06-26 Thibault Espinasse , Jean-Michel Loubes

Kriging based on Gaussian random fields is widely used in reconstructing unknown functions. The kriging method has pointwise predictive distributions which are computationally simple. However, in many applications one would like to predict…

Statistics Theory · Mathematics 2019-03-20 Wenjia Wang , Rui Tuo , C. F. Jeff Wu

Classical Gaussian processes and Kriging models are commonly based on stationary kernels, whereby correlations between observations depend exclusively on the relative distance between scattered data. While this assumption ensures analytical…

Machine Learning · Statistics 2026-03-19 Gianluca Audone , Francesco Marchetti , Emma Perracchione , Milvia Rossini

Approximation of functions satisfying partial differential equations (PDEs) is paramount for simulation of physical fluid flows and other problems in physics. Recently, physics-informed machine learning approaches have proven useful as a…

In the framework of the supervised learning of a real function defined on a space X , the so called Kriging method stands on a real Gaussian field defined on X. The Euclidean case is well known and has been widely studied. In this paper, we…

Machine Learning · Statistics 2020-02-14 François Bachoc , Baptiste Broto , Fabrice Gamboa , Jean-Michel Loubes

This work develops a multivariate extension of the Fixed Rank Kriging (FRK) framework for spatial prediction in settings where multiple spatial processes may provide complementary information. The goal is to preserve the computational…

Methodology · Statistics 2026-03-24 Gaia Caringi , Piercesare Secchi

This paper addresses the use of experimental data for calibrating a computer model and improving its predictions of the underlying physical system. A global statistical approach is proposed in which the bias between the computer model and…

Applications · Statistics 2013-02-27 François Bachoc , Guillaume Bois , Josselin Garnier , Jean-Marc Martinez

In this work, a Gaussian process regression(GPR) model incorporated with given physical information in partial differential equations(PDEs) is developed: physics-assisted Gaussian processes(PAGP). The targets of this model can be divided…

Machine Learning · Statistics 2022-04-07 Jiahao Zhang , Shiqi Zhang , Guang Lin
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