Data-driven kriging models based on FANOVA-decomposition

DOI10.1007/S11222-011-9259-7MaRDI QIDQ693299zbMATH OpenOpenAlexFDO

Authors Thomas Muehlenstaedt, O. Roustant, Laurent Carraro

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

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)

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Cites work

• scientific article; zbMATH DE number 1518742 (Why is no real title available?)
• scientific article; zbMATH DE number 1529823 (Why is no real title available?)
• scientific article; zbMATH DE number 806799 (Why is no real title available?)
• scientific article; zbMATH DE number 1425054 (Why is no real title available?)
• scientific article; zbMATH DE number 2231192 (Why is no real title available?)
• Additive covariance kernels for high-dimensional Gaussian process modeling
• An efficient methodology for modeling complex computer codes with Gaussian processes
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Gaussian processes for machine learning.
• Introduction to Graphical Modelling
• The design and analysis of computer experiments.
• The jackknife estimate of variance

Cited in

(14)

• Penalized blind kriging in computer experiments
• Crossed-derivative based sensitivity measures for interaction screening
• Multifidelity information fusion algorithms for high-dimensional systems and massive data sets
• Interactions and computer experiments
• Extended co-Kriging interpolation method based on multi-fidelity data
• Dice and slice simulation optimization for high-dimensional discrete problems
• scientific article; zbMATH DE number 7407276 (Why is no real title available?)
• Four algorithms to construct a sparse kriging kernel for dimensionality reduction
• The tail dependograph
• Block-additive Gaussian processes under monotonicity constraints
• On ANOVA decompositions of kernels and Gaussian random field paths
• 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

Describes a project that uses

Uses Software

• MIM
• DiceOptim
• DiceKriging
• R

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