A Latent Variable Approach to Gaussian Process Modeling with Qualitative and Quantitative Factors

Yichi Zhang, Siyu Tao, Wei Chen, Daniel W. Apley*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

66 Scopus citations


Computer simulations often involve both qualitative and numerical inputs. Existing Gaussian process (GP) methods for handling this mainly assume a different response surface for each combination of levels of the qualitative factors and relate them via a multiresponse cross-covariance matrix. We introduce a substantially different approach that maps each qualitative factor to underlying numerical latent variables (LVs), with the mapped values estimated similarly to the other correlation parameters, and then uses any standard GP covariance function for numerical variables. This provides a parsimonious GP parameterization that treats qualitative factors the same as numerical variables and views them as affecting the response via similar physical mechanisms. This has strong physical justification, as the effects of a qualitative factor in any physics-based simulation model must always be due to some underlying numerical variables. Even when the underlying variables are many, sufficient dimension reduction arguments imply that their effects can be represented by a low-dimensional LV. This conjecture is supported by the superior predictive performance observed across a variety of examples. Moreover, the mapped LVs provide substantial insight into the nature and effects of the qualitative factors. Supplementary materials for the article are available online.

Original languageEnglish (US)
Pages (from-to)291-302
Number of pages12
Issue number3
StatePublished - Jul 2 2020


  • Categorical variables
  • Computer experiments
  • Metamodeling
  • Response surface modeling
  • Surrogate modeling

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Applied Mathematics


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