Stochastic kriging with biased sample estimates

DOI10.1145/2567893zbMath1322.68248MaRDI QIDQ5176918

Xi Chen, Kyoung-Kuk Kim

Publication date: 5 March 2015

Published in: ACM Transactions on Modeling and Computer Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/2567893

zbMATH Keywords

metamodeling; nested simulation; optimal budget allocation; simulation output analysis; simulation theory; simulation experimental design

Mathematics Subject Classification ID

62H11: Directional data; spatial statistics

62L20: Stochastic approximation

62F07: Statistical ranking and selection procedures

62K20: Response surface designs

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