Marginal log-likelihood of the Gaussian process emulator in Equation (8) for the two principal component outputs , , with four choices of the covariance function
Covariance function
.
.
.
Squared exponential
13.434
71.017
Matérn 1
–58.845
17.475
Matérn 3
–20.119
46.549
Matérn 5
–1.486
61.232
Covariance function
.
.
.
Squared exponential
13.434
71.017
Matérn 1
–58.845
17.475
Matérn 3
–20.119
46.549
Matérn 5
–1.486
61.232
All covariance functions use automatic relevance determination. The Matérn covariance functions have regularity parameters 1, 3, and 5 respectively.