Population parametrization of costly black box models using iterations between SAEM algorithm and Kriging

DOI10.1007/S40314-016-0337-5MaRDI QIDQ1655366zbMATH OpenOpenAlexFDO

Authors E. Grenier, V. Louvet, Adeline Samson, P. Vigneaux, Céline Helbert

Publication date 9 August 2018

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

Full work available at URL https://doi.org/10.1007/s40314-016-0337-5

zbMATH Keywords

SAEM algorithmKrigingpartial differential equationsparameters estimationKPP equationnon-linear mixed effect models

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40) Gaussian processes (60G15) Numerical methods for inverse problems for boundary value problems involving PDEs (65N21) Reaction-diffusion equations (35K57) Numerical methods for inverse problems for initial value and initial-boundary value problems involving PDEs (65M32)

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Cites work

• scientific article; zbMATH DE number 5353850 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 2231192 (Why is no real title available?)
• A nonstationary space-time Gaussian process model for partially converged simulations
• An efficient algorithm for constructing optimal design of computer experiments
• Convergence of a stochastic approximation version of the EM algorithm
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Design of computer experiments: space filling and beyond
• Emulators for stochastic simulation codes
• Maximum likelihood estimation in nonlinear mixed effects models
• Parameter estimation in non-linear mixed effects models with SAEM algorithm: extension from ODE to PDE
• Parameter estimation of complex mixed models based on meta-model approach
• Special Issue on “Model Order Reduction of Parameterized Problems”
• The design and analysis of computer experiments.

Describes a project that uses

Uses Software

• DiceEval
• sensitivity
• DiceDesign
• Monolix
• rbMIT

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