We provide a survey of non-stationary surrogate models which utilize Gaussian
processes (GPs) or variations thereof, including non-stationary kernel
adaptations, partition and local GPs, and spatial warpings through deep
Gaussian processes. We also overview publicly available software
implementations and conclude with a bake-off involving an 8-dimensional
satellite drag computer experiment. Code for this example is provided in a
public git repository.Comment: 13 pages, 5 figure