Efficiency improvement of kriging surrogate model by subset simulation in implicit expression problems

DOI10.1007/S40314-020-01147-1zbMATH Open1463.60055OpenAlexW3014573403MaRDI QIDQ2174065FDOQ2174065

Authors: Liu Chu, Jiajia Shi, Shujun Ben, Eduardo Souza de Cursi 

Publication date: 17 April 2020

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

Full work available at URL: https://doi.org/10.1007/s40314-020-01147-1

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zbMATH Keywords

subset simulationimplicit expression problemkriging surrogate model

Mathematics Subject Classification ID

Gaussian processes (60G15) Sampling theory, sample surveys (62D05) Prediction theory (aspects of stochastic processes) (60G25)

Cites Work

• Fixed Rank Kriging for Very Large Spatial Data Sets
• Geostatistics. Modeling spatial uncertainty.
• Approximate Likelihood for Large Irregularly Spaced Spatial Data
• Application of FFT-based algorithms for large-scale universal kriging problems
• Approximate Bayesian computation by subset simulation
• Robustness of kriging when interpolating in random simulation with heterogeneous variances: some experiments
• Metamodels for computer-based engineering design: Survey and recommendations
• Kriging of financial term-structures
• Subset selection from large datasets for kriging modeling
• Accelerated subset simulation with neural networks for reliability analysis
• Reliability estimation for dynamical systems subject to stochastic excitation using subset simulation with splitting
• Comparing and generating Latin hypercube designs in kriging models
• Efficient and consistent reliability analysis of soil slope stability using both limit equilibrium analysis and finite element analysis
• Extreme value oriented random field discretization based on an hybrid polynomial chaos expansion -- Kriging approach

Cited In (3)

• Kriging-based generation of optimal databases as forward and inverse surrogate models
• An estimation algorithm for fast Kriging surrogates of computer models with unstructured multiple outputs
• Subset selection from large datasets for kriging modeling

Uses Software

• DACE
• ABC-SubSim
• FRK

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