Application-driven sequential designs for simulation experiments: Kriging metamodelling

From MaRDI portal
Publication:4661061

DOI10.1057/palgrave.jors.2601747zbMath1060.62090OpenAlexW2162424869MaRDI QIDQ4661061

Jack P. C. Kleijnen, Wim C. M. van Beers

Publication date: 4 April 2005

Published in: Journal of the Operational Research Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1057/palgrave.jors.2601747




Related Items (25)

Estimating and Validating Nonlinear Regression Metamodels in SimulationGP-DEMO: differential evolution for multiobjective optimization based on Gaussian process modelsAn overview of the design and analysis of simulation experiments for sensitivity analysisSequential design strategies for mean response surface metamodeling via stochastic kriging with adaptive exploration and exploitationCustomized sequential designs for random simulation experiments: Kriging metamodeling and bootstrappingRobust optimization using computer experimentsUniversal Prediction Distribution for Surrogate ModelsA combined radial basis function and adaptive sequential sampling method for structural reliability analysisSystem development and application of Taylor Kriging metamodelingAn Adaptive Exploration-Exploitation Algorithm for Constructing Metamodels in Random Simulation Using a Novel Sequential Experimental DesignExact optimal designs for computer experiments via kriging metamodellingOne-dimensional nested maximin designsA similarity-based surrogate model for enhanced performance in genetic algorithmsCoupling multi-fidelity Kriging and model-order reduction for the construction of virtual chartsEfficient reliability analysis based on adaptive sequential sampling design and cross-validationKriging-based sequential inspection plans for coordinate measuring machinesOptimal designs for parameter estimation of the Ornstein-Uhlenbeck processKriging metamodeling in simulation: a reviewSimulation optimization: a review of algorithms and applications10 Kriging: methods and applicationsConstrained optimization in expensive simulation: novel approachSpatial sampling design and covariance-robust minimax prediction based on convex design ideasStatistical Fitting and validation of nonlinear simulation metamodels: a case studyValuation of large variable annuity portfolios under nested simulation: a functional data approachSimulation Optimization: A Review and Exploration in the New Era of Cloud Computing and Big Data




This page was built for publication: Application-driven sequential designs for simulation experiments: Kriging metamodelling