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A Latent Variable Approach to Gaussian Process Modeling with Qualitative and Quantitative Factors

A Latent Variable Approach to Gaussian Process Modeling with Qualitative and Quantitative Factors

Computer simulations often involve both qualitative and numerical inputs. Existing Gaussian process (GP) methods for handling this mainly assume a different response surface for each combination of levels of the qualitative factors and relate them via a multiresponse cross-covariance matrix. We introduce a substantially different approach that maps each qualitative …