GaSP - Train and Apply a Gaussian Stochastic Process Model
Train a Gaussian stochastic process model of an unknown
function, possibly observed with error, via maximum likelihood
or maximum a posteriori (MAP) estimation, run model
diagnostics, and make predictions, following Sacks, J., Welch,
W.J., Mitchell, T.J., and Wynn, H.P. (1989) "Design and
Analysis of Computer Experiments", Statistical Science,
<doi:10.1214/ss/1177012413>. Perform sensitivity analysis and
visualize low-order effects, following Schonlau, M. and Welch,
W.J. (2006), "Screening the Input Variables to a Computer Model
Via Analysis of Variance and Visualization",
<doi:10.1007/0-387-28014-6_14>.