The effects of common random numbers on stochastic kriging metamodels
DOI10.1145/2133390.2133391zbMATH Open1384.62174OpenAlexW1982539084WikidataQ130992416 ScholiaQ130992416MaRDI QIDQ4635183FDOQ4635183
Xi Chen, Barry L. Nelson, Bruce E. Ankenman
Publication date: 16 April 2018
Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/2133390.2133391
Directional data; spatial statistics (62H11) Linear regression; mixed models (62J05) Random fields; image analysis (62M40) Random number generation in numerical analysis (65C10) Response surface designs (62K20)
Cited In (19)
- Some Monotonicity Results for Stochastic Kriging Metamodels in Sequential Settings
- Efficient VaR and CVaR Measurement via Stochastic Kriging
- Sparse polynomial chaos expansion for universal stochastic kriging
- A general purpose module using refined descriptive sampling for installation in simulation systems
- Estimating the Probability that a Function Observed with Noise Is Convex
- Gradient Extrapolated Stochastic Kriging
- Enhancing response predictions with a joint Gaussian process model for stochastic simulation models
- Stochastic kriging with biased sample estimates
- Faster Kriging: Facing High-Dimensional Simulators
- A multiobjective stochastic simulation optimization algorithm
- Sequential design strategies for mean response surface metamodeling via stochastic kriging with adaptive exploration and exploitation
- Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise
- Robust optimization in simulation: Taguchi and Krige combined
- Quantifying Input Uncertainty via Simulation Confidence Intervals
- Bayesian Optimization Allowing for Common Random Numbers
- Bayesian Optimization via Simulation with Pairwise Sampling and Correlated Prior Beliefs
- Multivariate versus univariate Kriging metamodels for multi-response simulation models
- Calibration, Validation, and Prediction in Random Simulation Models
- Generalized Integrated Brownian Fields for Simulation Metamodeling
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