Sliced Gradient-Enhanced Kriging for High-Dimensional Function Approximation

DOI10.1137/22M154315XarXiv2204.03562OpenAlexW4388727665MaRDI QIDQ6068801

Ralf Zimmermann, Kai Cheng

Publication date: 15 December 2023

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2204.03562

zbMATH Keywords

maximum likelihood estimationglobal sensitivity analysissurrogate modelinghyperparameter tuninggradient-enhanced Kriging

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Gaussian processes (60G15) Numerical interpolation (65D05)

Related Items (1)

A review of recent advances in surrogate models for uncertainty quantification of high-dimensional engineering applications

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