Statistical Tests for Cross-Validation of Kriging Models

DOI10.1287/IJOC.2021.1072MaRDI QIDQ5084672zbMATH OpenOpenAlexFDO

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

Publication date 28 June 2022

Published in INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL https://research.tilburguniversity.edu/en/publications/35fba511-2931-47d5-a9ba-30b1229e9093

zbMATH Keywords

cross-validationGaussian processkrigingMonte Carlovalidation

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Recommendations

• Kriging: methods and applications
• Kriging metamodeling in simulation: a review
• Stochastic kriging for simulation metamodeling
• Stochastic intrinsic Kriging for simulation metamodeling
• Regression and Kriging metamodels with their experimental designs in simulation: a review

Cites work

• An improved Bonferroni procedure for multiple tests of significance
• Comparison of Gaussian process modeling software
• Cross-validation estimation of covariance parameters under fixed-domain asymptotics
• Cross-validation using the t statistic
• Design and analysis of simulation experiments
• Emulating satellite drag from large simulation experiments
• Frequentist accuracy of Bayesian estimates
• Gaussian processes for machine learning.
• Generalized integrated Brownian fields for simulation metamodeling
• On the effect of covariance function estimation on the accuracy of kriging predictors
• Online Risk Monitoring Using Offline Simulation
• The correct Kriging variance estimated by bootstrapping
• The design and analysis of computer experiments
• Virtual statistics in simulation via k nearest neighbors

Cited in

(3)

• Generating and validating cluster sampling matrices for model-free factor screening
• Bayesian variable selection in Kriging metamodeling for quality design
• Constrained optimization in simulation: efficient global optimization and Karush-Kuhn-Tucker conditions

Describes a project that uses

Uses Software

• DACE
• laGP
• UQLab
• DiceOptim
• DiceKriging

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