Exact optimal designs for computer experiments via kriging metamodelling
From MaRDI portal
Publication:974509
DOI10.1016/j.jspi.2010.03.027zbMath1188.62214MaRDI QIDQ974509
Alessandro Baldi Antognini, Maroussa Zagoraiou
Publication date: 3 June 2010
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.2010.03.027
entropy; simulator; Ornstein-Uhlenbeck process; Fisher information; integrated mean square prediction error; kriging metamodel
Related Items
On the optimal designs for the prediction of Ornstein-Uhlenbeck sheets, Cross-validation estimation of covariance parameters under fixed-domain asymptotics, K-optimal designs for parameters of shifted Ornstein-Uhlenbeck processes and sheets, Comparing sampling strategies for aerodynamic Kriging surrogate models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Equidistant and \(D\)-optimal designs for parameters of Ornstein-Uhlenbeck process
- A new and flexible method for constructing designs for computer experiments
- Maximum likelihood estimation of parameters under a spatial sampling scheme
- The design and analysis of computer experiments.
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Comparison of designs for computer experiments
- Kriging-based sequential inspection plans for coordinate measuring machines
- Issues in the optimal design of computer simulation experiments
- Optimal designs for parameter estimation of the Ornstein-Uhlenbeck process
- Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes
- Application-driven sequential designs for simulation experiments: Kriging metamodelling
- Inequalities: theory of majorization and its applications