Efficiency improvement of kriging surrogate model by subset simulation in implicit expression problems

DOI10.1007/S40314-020-01147-1MaRDI QIDQ2174065zbMATH OpenOpenAlexFDO

Authors Liu Chu, Jiajia Shi, Shujun Ben, Eduardo Souza de Cursi

Publication date 17 April 2020

Published in Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40314-020-01147-1

zbMATH Keywords

implicit expression problemkriging surrogate modelsubset simulation

Mathematics Subject Classification ID

Gaussian processes (60G15) Prediction theory (aspects of stochastic processes) (60G25) Sampling theory, sample surveys (62D05)

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Cites work

• Accelerated subset simulation with neural networks for reliability analysis
• Application of FFT-based algorithms for large-scale universal kriging problems
• Approximate Bayesian computation by subset simulation
• Approximate Likelihood for Large Irregularly Spaced Spatial Data
• Comparing and generating Latin hypercube designs in kriging models
• Efficient and consistent reliability analysis of soil slope stability using both limit equilibrium analysis and finite element analysis
• Extreme value oriented random field discretization based on an hybrid polynomial chaos expansion -- Kriging approach
• Fixed Rank Kriging for Very Large Spatial Data Sets
• Geostatistics. Modeling spatial uncertainty.
• Kriging of financial term-structures
• Metamodels for computer-based engineering design: Survey and recommendations
• Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with splitting
• Robustness of kriging when interpolating in random simulation with heterogeneous variances: some experiments
• Subset selection from large datasets for kriging modeling

Cited in

(3)

• An estimation algorithm for fast Kriging surrogates of computer models with unstructured multiple outputs
• Kriging-based generation of optimal databases as forward and inverse surrogate models
• Subset selection from large datasets for kriging modeling

Describes a project that uses

Uses Software

• DACE
• ABC-SubSim
• FRK

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