Gaussian Processes with Input Location Error and Applications to the Composite Parts Assembly Process (2002.01526v2)

Abstract: In this paper, we investigate Gaussian process modeling with input location error, where the inputs are corrupted by noise. Here, the best linear unbiased predictor for two cases is considered, according to whether there is noise at the target unobserved location or not. We show that the mean squared prediction error converges to a non-zero constant if there is noise at the target unobserved location, and provide an upper bound of the mean squared prediction error if there is no noise at the target unobserved location. 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.