Additive Gaussian Process for Computer Models with Qualitative and Quantitative Factors

• Activity Number: 501
• Type: Contributed
• Date/Time: Wednesday, August 12, 2015 : 8:30 AM to 10:20 AM
• Sponsor: Section on Physical and Engineering Sciences
• Author(s): Xinwei Deng* and Chunfang Lin
• Companies: Virginia Tech and Queen's University
• Keywords: additive model ; computer experiment ; qualitative factor

Abstract

Computer experiments with qualitative and quantitative factors occur frequently in various applications in science and engineering. Analysis of such experiments is not yet completely resolved. In this work, we propose an additive Gaussian process model for computer experiments with qualitative and quantitative factors. The proposed method considers an additive correlation structure for qualitative factors, and assumes that the correlation structure for each qualitative factor and correlation function of quantitative factors are multiplicative. It inherits the flexibility of unrestrictive correlation structure for qualitative factors by using the hypersphere decomposition, leading to more flexibility for modeling the complex systems of computer experiments. Several examples are given to demonstrate the merits of the proposed method.