Gaussian Processes with Input Location Error and Applications to the Composite Parts Assembly Process

02/04/2020
by   Wenjia Wang, et al.
0

In this paper, we investigate Gaussian process regression with input location error, where the inputs are corrupted by noise. Here, we consider the best linear unbiased predictor for two cases, according to whether there is noise at the target untried location or not. We show that the mean squared prediction error does not converge to zero in either case. We investigate the use of stochastic Kriging in the prediction of Gaussian processes with input location error, and show that stochastic Kriging is a good approximation when the sample size is large. Several numeric examples are given to illustrate the results, and a case study on the assembly of composite parts is presented. Technical proofs are provided in the Appendix.

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