\textit{KrigInv}: an efficient and user-friendly implementation of batch-sequential inversion strategies based on kriging

DOI10.1016/j.csda.2013.03.008zbMath1471.62043OpenAlexW2034764743MaRDI QIDQ1621382

Victor Picheny, David Ginsbourger, Clément Chevalier

Publication date: 8 November 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2013.03.008

zbMATH Keywords

computer experimentsactive learningexcursion setGaussian process modelingprobability of failuresequential designcontour line estimation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Software, source code, etc. for problems pertaining to statistics (62-04) Sequential statistical design (62L05)

Related Items (10)

Special issue on statistical algorithms and software in R ⋮ Gaussian process surrogates for failure detection: a Bayesian experimental design approach ⋮ A SUR version of the Bichon criterion for excursion set estimation ⋮ Universal Prediction Distribution for Surrogate Models ⋮ Kriging metamodels-based multi-objective shape optimization applied to a multi-scale heat exchanger ⋮ Quantifying Uncertainties on Excursion Sets Under a Gaussian Random Field Prior ⋮ Multiobjective optimization using Gaussian process emulators via stepwise uncertainty reduction ⋮ Data-driven stochastic inversion via functional quantization ⋮ Estimating Orthant Probabilities of High-Dimensional Gaussian Vectors with An Application to Set Estimation ⋮ Sequential Design and Spatial Modeling for Portfolio Tail Risk Measurement

Uses Software

• R
• EGO
• DiceKriging
• DiceOptim
• rgenoud
• KrigInv
• QSIMVN

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Sequential design of computer experiments for the estimation of a probability of failure
• An efficient methodology for modeling complex computer codes with Gaussian processes
• Gaussian processes and limiting linear models
• Bayesian emulation of complex multi-output and dynamic computer models
• Efficient global optimization of expensive black-box functions
• Interpolation of spatial data. Some theory for kriging
• The design and analysis of computer experiments.
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Calibration of computer models with multivariate output
• A Fast Cross-Entropy Method for Estimating Buffer Overflows in Queueing Networks

This page was built for publication: \textit{KrigInv}: an efficient and user-friendly implementation of batch-sequential inversion strategies based on kriging