Assessment of uncertainty in computer experiments from universal to Bayesian kriging

DOI10.1002/ASMB.743MaRDI QIDQ3077456zbMATH OpenOpenAlexFDO

Authors Céline Helbert, Delphine Dupuy, Laurent Carraro

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

Gaussian random fieldsinformative priorMarkov chain Monte Carlouniversal kriging

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(13)

• Analytical results for a Bayesian bivariate cokriging model
• A critical assessment of Kriging model variants for high-fidelity uncertainty quantification in dynamics of composite shells
• Gaussian processes for history-matching: application to an unconventional gas reservoir
• Uncertainty assessment over any volume without simulation: revisiting multi-Gaussian kriging
• Estimating uncertainty in the revised universal soil loss equation via bayesian~melding
• Statistical emulators for pricing and hedging longevity risk products
• The correct Kriging variance estimated by bootstrapping
• scientific article; zbMATH DE number 1293600 (Why is no real title available?)
• Efficient sequential experimental design for surrogate modeling of nested codes
• Global optimization for mixed categorical-continuous variables based on Gaussian process models with a randomized categorical space exploration step
• A SUR version of the Bichon criterion for excursion set estimation
• Fully Bayesian Inference for Latent Variable Gaussian Process Models
• Fast Calculation of Gaussian Process Multiple-Fold Cross-Validation Residuals and their Covariances

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Uses Software

• EGO
• spatial

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