关于构造多元高斯过程协相关函数的一个注记

摘要

给出一个简单但较广的构造多响应相依高斯过程协相关函数的方法.该方法仅依赖已有的单响应高斯过程的协相关函数.给出了该方法在计算机实验数据建模中的一些应用.%We provide a simple but general method to construct covariance functions of dependent Gaussian processes with multiple outputs.Our method relies only on existing covariance functions of Gaussian processes with single output.Several examples in computer experiments are given.