Gradient Extrapolated Stochastic Kriging
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likelihood ratio methodnumerical experimentsresponse surfacesimulationstochastic gradientsstochastic kriging
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Cites work
- Customized sequential designs for random simulation experiments: Kriging metamodeling and bootstrapping
- Eigenvalue Inequalities for Matrix Product
- Enhancing stochastic kriging metamodels with gradient estimators
- scientific article; zbMATH DE number 439951 (Why is no real title available?)
- scientific article; zbMATH DE number 50675 (Why is no real title available?)
- Optimizing discrete event dynamic systems via the gradient surface method
- Penalized maximum likelihood estimation and variable selection in geostatistics
- Regression models augmented with direct stochastic gradient estimators
- Robustness of kriging when interpolating in random simulation with heterogeneous variances: some experiments
- Stochastic kriging for simulation metamodeling
- The design and analysis of computer experiments.
- The effects of common random numbers on stochastic kriging metamodels
- What you should know about simulation and derivatives
Cited in
(12)- Kriging surrogate model with coordinate transformation based on likelihood and gradient
- A critical assessment of Kriging model variants for high-fidelity uncertainty quantification in dynamics of composite shells
- Regression and Kriging metamodels with their experimental designs in simulation: a review
- Stochastic field representation using bi-fidelity combination of proper orthogonal decomposition and kriging
- A screening-based gradient-enhanced Kriging modeling method for high-dimensional problems
- Optimal computing budget allocation for regression with gradient information
- Regression models augmented with direct stochastic gradient estimators
- Physics information aided kriging using stochastic simulation models
- APIK: Active Physics-Informed Kriging Model with Partial Differential Equations
- Faster Kriging: facing high-dimensional simulators
- Some Monotonicity Results for Stochastic Kriging Metamodels in Sequential Settings
- Enhancing stochastic kriging metamodels with gradient estimators
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