Faster Kriging: Facing High-Dimensional Simulators

DOI10.1287/opre.2019.1860zbMath1445.90001OpenAlexW2998235384WikidataQ126434351 ScholiaQ126434351MaRDI QIDQ5130493

Alessandro Rudi, Xuefei Lu, Lorenzo Rosasco, Emanuele Borgonovo

Publication date: 4 November 2020

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.2019.1860

zbMATH Keywords

simulationmachine learningKrigingmetamodeling

Mathematics Subject Classification ID

Mathematical modeling or simulation for problems pertaining to operations research and mathematical programming (90-10)

Related Items (1)

L₀-Regularized Learning for High-Dimensional Additive Hazards Regression

Uses Software

• DACE
• EGO
• DiceKriging
• DiceOptim
• laGP
• GPy
• UQLab
• GitHub

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