PIG PROCESS: JOINT MODELING OF POINT AND INTEGRAL RESPONSES IN COMPUTER EXPERIMENTS
Heng Yi Su, Rui Tuo, C. F. Jeff Wu · International Journal for Uncertainty Quantification · 2019
Motivated by work on building energy simulation, this paper develops a new class of models called point-integral Gaussian (PIG) processes. The covariance structures of these models are obtained and their parameter estimation and prediction are derived. In the case of axis-parallel rectangular regions, closed form expressions for the covariance functions are obtained. Two simulated examples are used to demonstrate the use of the PIG process models and show their superior performance over those without the integral information.