Data-driven kriging models based on FANOVA-decomposition

DOI10.1007/S11222-011-9259-7zbMATH Open1252.62071OpenAlexW2028376517MaRDI QIDQ693299FDOQ693299

O. Roustant, Laurent Carraro, Thomas Muehlenstaedt

Publication date: 7 December 2012

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11222-011-9259-7

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zbMATH Keywords

computer experimentsgraphssensitivity analysisfunctional ANOVA decomposition

Mathematics Subject Classification ID

Applications of graph theory (05C90) Analysis of variance and covariance (ANOVA) (62J10) Computing methodologies and applications (68U99)

Cites Work

• Introduction to Graphical Modelling
• The design and analysis of computer experiments.
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Gaussian processes for machine learning.
• The jackknife estimate of variance
• Title not available (Why is that?)
• Title not available (Why is that?)
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• An efficient methodology for modeling complex computer codes with Gaussian processes
• Additive covariance kernels for high-dimensional Gaussian process modeling

Cited In (10)

• On ANOVA Decompositions of Kernels and Gaussian Random Field Paths
• Multifidelity Information Fusion Algorithms for High-Dimensional Systems and Massive Data sets
• Crossed-derivative based sensitivity measures for interaction screening
• Extended co-Kriging interpolation method based on multi-fidelity data
• Title not available (Why is that?)
• Four algorithms to construct a sparse kriging kernel for dimensionality reduction
• The tail dependograph
• Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices
• Total interaction index: a variance-based sensitivity index for second-order interaction screening
• Extending Morris method: identification of the interaction graph using cycle-equitable designs

Uses Software

• R
• DiceKriging
• DiceOptim
• MIM

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