Nonlinear methods for inverse statistical problems

DOI10.1016/j.csda.2010.05.030zbMath1247.62133OpenAlexW2060169192MaRDI QIDQ452545

Agnès Grimaud, Pierre Barbillon, Étienne De Rocquigny, Yannick Lefebvre, Gilles Celeux

Publication date: 15 September 2012

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

Full work available at URL: https://hal.inria.fr/inria-00441967/file/RR-7156.pdf

zbMATH Keywords

kriginguncertainty modellingnonlinear approximationstochastic algorithm

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Related Items (3)

Noisy kriging-based optimization methods: a unified implementation within the DiceOptim package ⋮ Parameter estimation of complex mixed models based on meta-model approach ⋮ Kriging-sparse polynomial dimensional decomposition surrogate model with adaptive refinement

Uses Software

• DACE

Cites Work

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• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• Coupling a stochastic approximation version of EM with an MCMC procedure
• Convergence of Unsymmetric Kernel‐Based Meshless Collocation Methods

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