The model parameters of a Gaussian Process model are fit via maximum likelihood. The fitted parameters are provided in the platform report. These are the parameters:
• μ is the Gaussian Process mean,
• σ2 is the Gaussian Process variance,
• Theta corresponds to the values of θk in the definition of R.
• 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.