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Gaussian Process Modeling of Heterogeneity and Discontinuities Using Voronoi Tessellations

Gaussian Process Modeling of Heterogeneity and Discontinuities Using Voronoi Tessellations

Abstract Many methods for modeling functions over high-dimensional spaces assume global smoothness properties; such assumptions are often violated in practice. We introduce a method for modeling functions that display heterogeneity or contain discontinuities. The heterogeneity is dealt with by using a combination of Voronoi tessellation, to partition the input space, …