Conformal Approach To Gaussian Process Surrogate Evaluation With Coverage Guarantees

1 code implementation • 15 Jan 2024 • Edgar Jaber, Vincent Blot, Nicolas Brunel, Vincent Chabridon, Emmanuel Remy, Bertrand Iooss, Didier Lucor, Mathilde Mougeot, Alessandro Leite

Gaussian processes (GPs) are a Bayesian machine learning approach widely used to construct surrogate models for the uncertainty quantification of computer simulation codes in industrial applications.

Conformal Prediction Gaussian Processes +2