A graphical Gaussian process model for multi-fidelity emulation of expensive computer codes
Yi Ji, Simon Mak, Derek Soeder, J-F Paquet, Steffen A. Bass · arXiv (Cornell University) · 2021
We present a novel Graphical Multi-fidelity Gaussian Process (GMGP) model that uses a directed acyclic graph to model dependencies between multi-fidelity simulation codes. The proposed model is an extension of the Kennedy-O'Hagan model for problems where different codes cannot be ranked in a sequence from lowest to highest fidelity.