A graphical Gaussian process model for multi-fidelity emulation of expensive computer codes

07/31/2021

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by   Yi Ji, et al.

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We present a novel Graphical Multi-fidelity Gaussian Process (GMGP) model that uses a directed acyclic graph to model dependencies between multi-fidelity simulation codes. The proposed model is an extension of the Kennedy-O'Hagan model for problems where different codes cannot be ranked in a sequence from lowest to highest fidelity.