The effects of common random numbers on stochastic kriging metamodels
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Publication:4635183
DOI10.1145/2133390.2133391zbMath1384.62174MaRDI QIDQ4635183
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
variance reduction; metamodeling; common random numbers; simulation output analysis; simulation theory
62H11: Directional data; spatial statistics
62M40: Random fields; image analysis
62J05: Linear regression; mixed models
65C10: Random number generation in numerical analysis
62K20: Response surface designs
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