 Apart from the current available data, a prior distribution of unknown parameters should be assigned.To address the issue from lack of simulation results, the computer model is replaced with a Gaussian process (GP) model
where
formula_18 is the dimension of input variables, and formula_19 is the dimension of unknown parameters.While formula_20 is pre-defined, formula_21, known as "hyperparameters" of the GP model, need to be estimated via maximum likelihood estimation (MLE).