Gaussian process emulation for second-order Monte Carlo simulations
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Publication:629122
DOI10.1016/j.jspi.2010.11.034zbMath1207.62180WikidataQ58420690 ScholiaQ58420690MaRDI QIDQ629122
John Paul Gosling, J. S. Johnson, Marc C. Kennedy
Publication date: 8 March 2011
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jspi.2010.11.034
62H12: Estimation in multivariate analysis
65C05: Monte Carlo methods
62M99: Inference from stochastic processes
Uses Software
Cites Work
- Exploratory designs for computational experiments
- Kriging metamodeling in simulation: a review
- Bayesian emulation of complex multi-output and dynamic computer models
- The design and analysis of computer experiments.
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Bayesian Calibration of Computer Models
- Probabilistic Sensitivity Analysis of Complex Models: A Bayesian Approach
- Estimating the Prediction Mean Squared Error in Gaussian Stochastic Processes with Exponential Correlation Structure
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