Assessment of uncertainty in computer experiments from Universal to Bayesian Kriging

DOI10.1002/ASMB.743zbMath1224.62094OpenAlexW4252622205MaRDI QIDQ3077456

Laurent Carraro, Céline Helbert, Delphine Dupuy

Publication date: 22 February 2011

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.743

zbMATH Keywords

Markov chain Monte CarloGaussian random fieldsuniversal kriginginformative prior

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Random fields; image analysis (62M40) Bayesian inference (62F15)

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Uses Software

• spatial
• EGO

Cites Work

• Mean squared prediction error in the spatial linear model with estimated covariance parameters
• Efficient global optimization of expensive black-box functions
• The design and analysis of computer experiments.
• Properties of Predictors for Autoregressive Time Series
• Objective Bayesian Analysis of Spatially Correlated Data
• Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
• The Estimation of the Mean Squared Error of Small-Area Estimators

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