The Role of the Nugget Term in the Gaussian Process Method

Conference paper
Part of the Contributions to Statistics book series (CONTRIB.STAT.)


The maximum likelihood estimate of the correlation parameter of a Gaussian process with and without a nugget term is studied in the case of the analysis of deterministic models.


Maximum Likelihood Estimate Gaussian Process Maximum Likelihood Estimator Deterministic Model Correlation Parameter 
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Andrey Pepelyshev thanks two referees for their valuable comments and suggestions, and acknowledges the financial support provided by theMUCMproject (EPSRC grant EP/D048893/1,


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Copyright information

© Springer-Verlag Berlin Heidelberg 2010

Authors and Affiliations

  1. 1.University of SheffieldSheffieldUK

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