Fixed-budget optimal designs for multi-fidelity computer experiments

DOI10.1016/J.JSPI.2025.106286MaRDI QIDQ6961065zbMATH OpenFDO

Authors Gecheng Chen, Rui Tuo

Publication date 11 July 2025

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.JSPI.2025.106286

zbMATH Keywords

uncertainty quantificationGaussian process modelsautoregressive modelsmulti-level approximation

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Gaussian processes (60G15) Design of statistical experiments (62K99)

Cites work

• scientific article; zbMATH DE number 2000348 (Why is no real title available?)
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• Multifidelity approaches for optimization under uncertainty
• Multifidelity importance sampling
• Multilevel Monte Carlo Path Simulation
• Multilevel Monte Carlo methods
• Nested Latin hypercube designs
• Nested maximin Latin hypercube designs
• Nested orthogonal array-based Latin hypercube designs
• Optimal model management for multifidelity Monte Carlo estimation
• Predicting the output from a complex computer code when fast approximations are available
• Sliced Latin Hypercube Designs
• The design and analysis of computer experiments.

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