Bayesian kriging analysis and design for stochastic simulations

DOI10.1145/2331140.2331145MaRDI QIDQ4635197zbMATHOpenAlexFDO

Authors

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/10.1145/2331140.2331145

zbMATH Keywords

Bayesian statisticsdesign of experimentskrigingstochastic simulationparameter uncertainty

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05)

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Cited in

(20)

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• A semi-analytical framework for structural reliability analysis
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• Stochastic kriging with biased sample estimates
• Bayesian Geostatistical Design
• A Bayesian framework for the incorporations of priors and sample data in simulation experiments
• A variational inference-based heteroscedastic Gaussian process approach for simulation metamodeling
• An integrated method for simultaneous calibration and parameter selection in computer models
• Enhancing response predictions with a joint Gaussian process model for stochastic simulation models
• Assessment of uncertainty in computer experiments from universal to Bayesian kriging
• Stochastic field representation using bi-fidelity combination of proper orthogonal decomposition and kriging
• Stochastic kriging for simulation metamodeling
• Kriging-based generation of optimal databases as forward and inverse surrogate models
• An extended two-stage sequential optimization approach: properties and performance
• Practical Heteroscedastic Gaussian Process Modeling for Large Simulation Experiments
• A surrogate based multi-fidelity approach for robust design optimization
• A non-stationary covariance-based Kriging method for metamodelling in engineering design
• Calibration, validation, and prediction in random simulation models: Gaussian process metamodels and a Bayesian integrated solution
• A method for the updating of stochastic Kriging metamodels

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