Statistics Seminar: Vecchia Approximated Bayesian Heteroskedastic Gaussian Processes
Presenter: Parul Patil, Postdoctoral Researcher, UC Santa Cruz Description: Many computer simulations are stochastic and exhibit input dependent noise. In such situations, heteroskedastic Gaussian processes (hetGPs) make ideal surrogates as they estimate a latent, non-constant variance. However, existing hetGP implementations are unable to deal with large simulation campaigns and use point-estimates for all unknown quantities, […]