Leveraging the nugget parameter for efficient Gaussian process modeling

Summary Gaussian process (GP) metamodels have been widely used as surrogates for computer simulations or physical experiments. The heart of GP modeling lies in optimizing the log‐likelihood function with respect to the hyperparameters to fit the model to a set of observations. The complexity of the log‐likelihood function, computational expense, and numerical instabilities challenge this process. These issues limit the applicability of GP models...