Gaussian process modelling using UQLab
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We introduce the Gaussian process modelling module of the UQLab software framework. The novel design of this software aims at providing seamless integration of Gaussian process modelling into any uncertainty quantification analysis, as well as a standalone surrogate modelling tool. We first briefly present the key mathematical tools at the basis of Gaussian process modelling (a.k.a. Kriging), as well as the associated theoretical and computational framework. We then provide an extensive overview of the available features of the software, with a focus on flexibility and user-friendliness. Finally, we showcase the usage and the performance of the software on several applications borrowed from different fields of engineering. These include a basic surrogate modelling application, a hierarchical Kriging example and a more complex geotechnical example that requires a non-stationary, user-defined correlation function.
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