Modeling and Multivariate Methods - SAS

Chapter 11
Modeling Relationships With Gaussian Processes
Using the Gaussian Process Platform
The Gaussian Process platform is used to model the relationship between a continuous response and one or
more continuous predictors. These models are common in areas like computer simulation experiments,
such as the output of finite element codes, and they often perfectly interpolate the data. Gaussian processes
can deal with these no-error-term models, in which the same input values always result in the same output
value.
The Gaussian Process platform fits a spatial correlation model to the data, where the correlation of the
response between two observations decreases as the values of the independent variables become more
distant.
The main purpose for using this platform is to obtain a prediction formula that can be used for further
analysis and optimization.
Figure 11.1 Example of a Gaussian Process Prediction Surface