Exact optimal designs for computer experiments via kriging metamodelling

DOI10.1016/j.jspi.2010.03.027zbMath1188.62214OpenAlexW1969131648MaRDI 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

zbMATH Keywords

entropysimulatorOrnstein-Uhlenbeck processFisher informationintegrated mean square prediction errorkriging metamodel

Mathematics Subject Classification ID

Related Items (10)

Optimal design for correlated processes with input-dependent noise ⋮ Optimal designs for some bivariate cokriging models ⋮ On the optimal designs for the prediction of complex Ornstein-Uhlenbeck processes ⋮ Cross-validation estimation of covariance parameters under fixed-domain asymptotics ⋮ K-optimal designs for parameters of shifted Ornstein-Uhlenbeck processes and sheets ⋮ On the optimal designs for the prediction of Ornstein-Uhlenbeck sheets ⋮ Fredholm integral relation between compound estimation and prediction (FIRCEP) ⋮ Simulation of clinical trials: a review with emphasis on the design issues ⋮ Some recent developments in the design of adaptive clinical trials ⋮ Comparing sampling strategies for aerodynamic Kriging surrogate models

Cites Work

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• Fisher information and maximum-likelihood estimation of covariance parameters in Gaussian stochastic processes
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