The Role of the Nugget Term in the Gaussian Process Method

  • Andrey Pepelyshev
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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