Daria Semochkina

Tensor-Variate Gaussian Process Regression for Efficient Emulation of Complex Systems: Comparing Regressor and Covariance Structures in Outer Product and Parallel Partial Emulators

2026 · SIAM/ASA Journal on Uncertainty Quantification

Multi-output Gaussian process regression has become an important tool in uncertainty quantification, for building emulators of computationally expensive simulators, and other areas such as multi-task machine learning. We present a holistic development of tensor-variate Gaussian …