中国科学院大学学报2014，Vol.31Issue(6)：843-845,3.DOI:10.7523/j.issn.2095-6134.2014.06.017
关于构造多元高斯过程协相关函数的一个注记
A note on construction of covariance functions of multiple Gaussian processes
摘要
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.关键词
计算机实验/相依高斯过程/多精度Key words
computer experiment/ dependent Gaussian processes/ multiple levels of accuracy分类
数理科学引用本文复制引用
牟唯嫣,熊世峰..关于构造多元高斯过程协相关函数的一个注记[J].中国科学院大学学报,2014,31(6):843-845,3.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) （PHR201107123）
