Model Fit Details

The model parameters are fit via maximum likelihood. The fitted parameters are provided in the platform report. The parameters are as follows:

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μ is the Gaussian Process mean,

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σ2 is the Gaussian Process variance,

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Theta corresponds to the values of θk in the definition of R.

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The off-diagonals of the categorical input correlation matrices correspond to the values of τpij in the definition of R.

Note: If your report contains the note Nugget parameters set to avoid singular variance matrix, JMP has added a ridge parameter to the variance matrix so that it is invertible.