A note on the choice and the estimation of Kriging models for the analysis of deterministic computer experiments

DOI10.1002/ASMB.741zbMath1224.62149OpenAlexW3170193382MaRDI QIDQ3077457

Anca Badea, Delphine Dupuy, Laurent Carraro, Olivier Roustant, David Ginsbourger

Publication date: 22 February 2011

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.741

zbMATH Keywords

additive modelsmaximum likelihoodmetamodeling

Mathematics Subject Classification ID

Applications of statistics in engineering and industry; control charts (62P30) Probabilistic models, generic numerical methods in probability and statistics (65C20) Applications of statistics (62P99)

Related Items (2)

A mapping-based universal kriging model for order-of-addition experiments in drug combination studies ⋮ Additive covariance kernels for high-dimensional Gaussian process modeling

Uses Software

• R
• geoR
• EGO

Cites Work

• Unnamed Item
• Unnamed Item
• Uniform asymptotic normality of the maximum likelihood estimator
• Efficient global optimization of expensive black-box functions
• Interpolation of spatial data. Some theory for kriging
• The design and analysis of computer experiments.
• Maximum likelihood estimation of models for residual covariance in spatial regression
• Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes
• Estimating the Prediction Mean Squared Error in Gaussian Stochastic Processes with Exponential Correlation Structure
• The elements of statistical learning. Data mining, inference, and prediction

This page was built for publication: A note on the choice and the estimation of Kriging models for the analysis of deterministic computer experiments