Gaussian process emulation for second-order Monte Carlo simulations

DOI10.1016/J.JSPI.2010.11.034zbMath1207.62180OpenAlexW2005147025WikidataQ58420690 ScholiaQ58420690MaRDI QIDQ629122

J. S. Johnson, Marc C. Kennedy, John Paul Gosling

Publication date: 8 March 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2010.11.034

zbMATH Keywords

variabilityuncertainty analysis

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Monte Carlo methods (65C05) Inference from stochastic processes (62M99)

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Cites Work

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• Exploratory designs for computational experiments
• Kriging metamodeling in simulation: a review
• Bayesian emulation of complex multi-output and dynamic computer models
• The design and analysis of computer experiments.
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Bayesian Calibration of Computer Models
• Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
• Estimating the Prediction Mean Squared Error in Gaussian Stochastic Processes with Exponential Correlation Structure

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