A Simple Approach to Emulation for Computer Models With Qualitative and Quantitative Factors

Abstract

We propose a flexible yet computationally efficient approach for building Gaussian process models for computer experiments with both qualitative and quantitative factors. This approach uses the hypersphere parameterization to model the correlations of the qualitative factors, thus avoiding the need of directly solving optimization problems with positive definite constraints. The effectiveness of the proposed method is successfully illustrated by several examples.