Transformed Additive Gaussian Processes
Description
Implement the transformed additive Gaussian (TAG) process and the transformed approximately additive Gaussian (TAAG) process proposed in Lin and Joseph (2020) . These functions can be used to model deterministic computer experiments, obtain predictions at new inputs, and quantify the uncertainty of the predictions. This research is supported by a U.S. National Science Foundation grant DMS-1712642 and a U.S. Army Research Office grant W911NF-17-1-0007.