Sample and computationally efficient stochastic kriging in high dimensions

DOI10.1287/OPRE.2022.2367MaRDI QIDQ6579653FDOQ6579653

Authors: Liang Ding, Xiaowei Zhang 

Publication date: 25 July 2024

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

zbMATH Keywords

experimental designsimulationstochastic krigingGaussian processmatrix inversionsparse gridsimulation metamodelinghigh-dimensional inputtensor Markov kernel

Mathematics Subject Classification ID

Statistics (62-XX)

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