Robustness of kriging when interpolating in random simulation with heterogeneous variances: some experiments
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Cites work
- scientific article; zbMATH DE number 3292535 (Why is no real title available?)
- A methodology for fitting and validating metamodels in simulation
- Analysing Data from Hormone-Receptor Assays
- Design and analysis of computer experiments. With comments and a rejoinder by the authors
- Improved Design of Queueing Simulation Experiments with Highly Heteroscedastic Responses
- Kriging for interpolation in random simulation
- Queueing Simulation in Heavy Traffic
- Two-Stage Versus Sequential Sample-Size Determination in Regression Analysis of Simulation Experiments
Cited in
(21)- Error estimation properties of Gaussian process models in stochastic simulations
- Filtered kriging for spatial data with heterogeneous measurement error variances
- Global sensitivity analysis of stochastic computer models with joint metamodels
- System development and application of Taylor Kriging metamodeling
- Kriging metamodeling in simulation: a review
- An extended two-stage sequential optimization approach: properties and performance
- Importance of verifying queue model assumptions before planning with simulation software
- Gradient Extrapolated Stochastic Kriging
- A variational inference-based heteroscedastic Gaussian process approach for simulation metamodeling
- Generalized integrated Brownian fields for simulation metamodeling
- A multiobjective stochastic simulation optimization algorithm
- Statistical testing of optimality conditions in multiresponse simulation-based optimization
- The generalized empirical interpolation method: stability theory on Hilbert spaces with an application to the Stokes equation
- The procedure of kriging variance estimation based on semi parametric bootstrapping in deterministic simulation
- Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise
- Using subsystem linear regression metamodels in stochastic simulation
- Efficiency improvement of kriging surrogate model by subset simulation in implicit expression problems
- Kriging for interpolation in random simulation
- An overview of the design and analysis of simulation experiments for sensitivity analysis
- Faster Kriging: facing high-dimensional simulators
- Low dimensional modeling of double T-junctions in water distribution networks using Kriging interpolation and Delaunay triangulation
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