Theoretical investigations of the new cokriging method for variable-fidelity surrogate modeling. Well-posedness and maximum likelihood training.
DOI10.1007/s10444-017-9585-1zbMath1405.62120OpenAlexW2757417781MaRDI QIDQ1756916
Publication date: 28 December 2018
Published in: Advances in Computational Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10444-017-9585-1
maximum likelihood estimationcovariance matrixresponse surfacecokrigingsurrogate modelingmultifidelity methodsvariable-fidelity methods
Inference from stochastic processes and prediction (62M20) Gaussian processes (60G15) Applications of statistics in engineering and industry; control charts (62P30) Probabilistic models, generic numerical methods in probability and statistics (65C20) Algorithms for approximation of functions (65D15) Response surface designs (62K20)
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