CGGP: Composite Grid Gaussian Processes
Collin Erickson, Matthew Plumlee · 2019
Run computer experiments using the adaptive composite grid algorithm with a Gaussian process model. The algorithm works best when running an experiment that can evaluate thousands of points from a deterministic computer simulation. This package is an implementation of a forthcoming paper by Plumlee, Erickson, Ankenman, et al. For a preprint of the paper, contact the maintainer of this package.