Computer experiments with both quantitative and qualitative (QQ) inputs are commonly used in science and engineering applications. Constructing desirable emulators for such computer experiments remains a challenging problem. In this article, we propose an easy-to-interpret Gaussian process (EzGP) model for computer experiments to reflect the change of the computer model under the different level combinations of qualitative factors. The proposed modeling strategy, based on an additive Gaussian process, is flexible to address the heterogeneity of computer models involving multiple qualitative factors. We also develop two useful variants of the EzGP model to achieve computational efficiency for data with high dimensionality and large sizes. The merits of these models are illustrated by several numerical examples and a real data application.
翻译:利用定量和定性( ⁇ )投入的计算机实验通常用于科学和工程应用。为这类计算机实验建立理想的模拟器仍是一个具有挑战性的问题。在本条中,我们提出一个便于解释的计算机实验高斯进程模型(EzGP),以反映在质量因素的不同层次组合下计算机模型的变化。基于添加剂高斯过程的拟议模型战略灵活地解决计算机模型涉及多种质量因素的异质性。我们还开发了两种有用的EzGP模型变体,以实现高维度和大尺寸数据的计算效率。这些模型的优点通过几个数字例子和真实的数据应用来说明。