Generalized Integrated Brownian Fields for Simulation Metamodeling (Q5126638)

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scientific article; zbMATH DE number 7262462
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Generalized Integrated Brownian Fields for Simulation Metamodeling
scientific article; zbMATH DE number 7262462

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    Generalized Integrated Brownian Fields for Simulation Metamodeling (English)
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    20 October 2020
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    simulation metamodeling
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    Gaussian random fields
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    kriging
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    stochastic kriging
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    Gaussian process regression
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    mean reversion
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    Markov property
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