The role of the nugget term in the Gaussian process method

Details The role of the nugget term in the Gaussian process method The role of the nugget term in the Gaussian process method

2010-05-24

arxiv.org/abs/1005.4385v1

Statistics

Methodology

MODA 9 - Advances in model-oriented design and analysis, Contrib. Statist., June 14th-19th 2010, Bertinoro, Bologna, Italy

Scientific paper

The maximum likelihood estimate of the correlation parameter of a Gaussian
process with and without of a nugget term is studied in the case of the
analysis of deterministic models.

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