Dakota Reference Manual  Version 6.15
Explore and Predict with Confidence
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gaussian_process


Use the Surfpack version of Gaussain process as the discrepancy model

Specification

Alias: kriging

Argument(s): none

Child Keywords:

Required/Optional Description of Group Dakota Keyword Dakota Keyword Description
Optional trend_order

Trend function order of the model discrepancy

Description

This keyword specifies a generic version of the Gaussian process implemented in the surface-fitting library called Surfpack. With the exception of the correction_order specification, all default options are used in the approximation of the model discrepancy function. That is, DIRECT is used as the optimization method for finding the maximum likelihood estimates of the hyper-parameters that govern the trend and correlation functions, the correlation lengths are optimized by Surfpack, and ill-conditioning is handled internally; gradient-enhanced kriging is not provided as an option in this application.

By selecting this option, each discrepancy function will take the form of a Gaussian process