Multi Fidelity Gaussian Process

Multi-fidelity Gaussian processes (MFGPs) are statistical models designed to efficiently leverage data from multiple sources with varying accuracy and computational cost, improving prediction accuracy and reducing reliance on expensive high-fidelity simulations. Current research focuses on extending MFGPs to handle more than two fidelity levels, incorporating heterogeneous input spaces, and applying them to diverse problems including differential equation discovery, biomanufacturing process modeling, and uncertainty quantification in high-dimensional systems. This approach offers significant advantages in fields where high-fidelity data is scarce or expensive to obtain, leading to improved model accuracy and efficiency in various scientific and engineering applications.

Papers