The role of the nugget term in the Gaussian process method
arXiv:1005.4385
Abstract
The maximum likelihood estimate of the correlation parameter of a Gaussian process with and without of a nugget term is studied in the case of the analysis of deterministic models.
MODA 9 - Advances in model-oriented design and analysis, Contrib. Statist., June 14th-19th 2010, Bertinoro, Bologna, Italy