Joint PDF Surrogate Model

I agree that option 2 is much more straight forward. I actually talked with @junpenglao about doing that in this thread: multidimensional gaussian process. I had misremembered the advice that I had received in that conversation and saw my mistake after asking… :sweat_smile:

I am anticipating that I will want to do some kind of multivariate interpolation in the future. That’s why I asked my follow-up question.