Universal Prediction Distribution for Surrogate Models

DOI10.1137/15M1053529MaRDI QIDQ4636353zbMATH OpenFDO

Authors Malek Ben Salem, Lionel Tomaso, O. Roustant, Fabrice Gamboa

Publication date 19 April 2018

Published in SIAM/ASA Journal on Uncertainty Quantification (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1512.07560

zbMATH Keywords

Bayesian optimizationdesign of experimentssurrogate modeling

Mathematics Subject Classification ID

Optimal statistical designs (62K05) Sequential statistical design (62L05) Nonconvex programming, global optimization (90C26)

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Cites work

• \textit{KrigInv}: an efficient and user-friendly implementation of batch-sequential inversion strategies based on kriging
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• A survey of cross-validation procedures for model selection
• Application-driven sequential designs for simulation experiments: Kriging metamodelling
• Convergence properties of the expected improvement algorithm with fixed mean and covariance functions
• Distribution-free performance bounds for potential function rules
• Efficient global optimization algorithm assisted by multiple surrogate techniques
• Efficient global optimization of expensive black-box functions
• Evolutionary model type selection for global surrogate modeling
• Expected improvement in efficient global optimization through bootstrapped Kriging
• Hierarchical Nonlinear Approximation for Experimental Design and Statistical Data Fitting
• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• scientific article; zbMATH DE number 3485507 (Why is no real title available?)
• scientific article; zbMATH DE number 3612277 (Why is no real title available?)
• Kriging metamodeling in simulation: a review
• Sequential design of computer experiments for the estimation of a probability of failure
• Surfaces Generated by Moving Least Squares Methods
• The Predictive Sample Reuse Method with Applications

Cited in

(9)

• GENERATION AND PREDICTION OF SELF-SIMILAR PROCESSES BY SURROGATES
• scientific article; zbMATH DE number 1254128 (Why is no real title available?)
• Sequential construction and dimension reduction of Gaussian processes under inequality constraints
• Cross-validation-based adaptive sampling for Gaussian process models
• Goal-oriented adaptive sampling under random field modelling of response probability distributions
• Gradient and uncertainty enhanced sequential sampling for global fit
• Easy Uncertainty Quantification (EasyUQ): Generating Predictive Distributions from Single-Valued Model Output
• Surrogate-Based Reduced-Dimension Global Optimization in Process Systems Engineering
• A novel active learning method based on matrix-operation RBF model for high-dimensional reliability analysis

Describes a project that uses

Uses Software

• KrigInv
• EGO
• DiceOptim
• DiceKriging

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