Large-scale local surrogate modeling of stochastic simulation experiments

DOI10.1016/J.CSDA.2022.107537OpenAlexW3200930980MaRDI QIDQ2157538

Robert B. Gramacy, Michael Ludkovski, D. Austin Cole

Publication date: 22 July 2022

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2109.05324

zbMATH Keywords

krigingreplicationdivide-and-conquerWoodbury formulaGaussian process approximationinput-dependent noise (heteroskedasticity)

Mathematics Subject Classification ID

Statistics (62-XX)

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