Data-driven kriging models based on FANOVA-decomposition

DOI10.1007/s11222-011-9259-7zbMath1252.62071OpenAlexW2028376517MaRDI QIDQ693299

Olivier 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

zbMATH Keywords

sensitivity analysisgraphscomputer experimentsfunctional ANOVA decomposition

Mathematics Subject Classification ID

Related Items (8)

Total interaction index: a variance-based sensitivity index for second-order interaction screening ⋮ On ANOVA Decompositions of Kernels and Gaussian Random Field Paths ⋮ Uncertainty quantification: a minimum variance unbiased (joint) estimator of the non-normalized Sobol' indices ⋮ Crossed-derivative based sensitivity measures for interaction screening ⋮ Multifidelity Information Fusion Algorithms for High-Dimensional Systems and Massive Data sets ⋮ Four algorithms to construct a sparse kriging kernel for dimensionality reduction ⋮ Extending Morris method: identification of the interaction graph using cycle-equitable designs ⋮ The tail dependograph

Uses Software

• R
• DiceKriging
• DiceOptim
• MIM

Cites Work

• An efficient methodology for modeling complex computer codes with Gaussian processes
• The jackknife estimate of variance
• The design and analysis of computer experiments.
• Design and analysis of computer experiments. With comments and a rejoinder by the authors
• Additive covariance kernels for high-dimensional Gaussian process modeling
• Introduction to Graphical Modelling
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