175
Views
23
CrossRef citations to date
0
Altmetric
General Paper

Classic Kriging versus Kriging with bootstrapping or conditional simulation: classic Kriging’s robust confidence intervals and optimization

&
Pages 1804-1814 | Received 23 Jan 2014, Accepted 20 Nov 2014, Published online: 21 Dec 2017

References

  • AndrewsDFBickelPJHampelFRHuberPRogersWTukeyJRobust Estimates of Location: Survey and Advances1972
  • AnkenmanBENelsonBLStaumJStochastic Kriging for simulation metamodelingOperations Research201058237138210.1287/opre.1090.0754
  • Den HertogDKleijnenJSiemAThe correct Kriging variance estimated by bootstrappingJournal of the Operational Research Society200657440040910.1057/palgrave.jors.2601997
  • EchardBGaytonNLemaireMAk-mcs: An active learning reliability method combining Kriging and Monte Carlo simulationStructural Safety201133214515410.1016/j.strusafe.2011.01.002
  • EfronBTibshiraniRAn Introduction to the Bootstrap. Monographs on Statistics and Applied Probability1993
  • ForresterASóbesterAKeaneAEngineering Design via Surrogate Modelling: A Practical Guide2008
  • Goel T, Haftka R, Queipo N and Shyy W (2006). Performance estimate and simultaneous application of multiple surrogates. In: 11th AIAA/ISSMO Multidisciplinary Analysis and Optimization Conference, Multidisciplinary Analysis Optimization Conferences. American Institute of Aeronautics and Astronautics.
  • JonesDRSchonlauMWelchWJEfficient global optimization of expensive black-box functionsJournal of Global Optimization199813445549210.1023/A:1008306431147
  • KleijnenJPCDesign and Analysis of Simulation Experiments2008
  • KleijnenJPCKriging metamodeling in simulation: A reviewEuropean Journal of Operational Research2009192370771610.1016/j.ejor.2007.10.013
  • Kleijnen JPC and Mehdad E (2013). Conditional simulation for efficient global optimization. In: Pasupathy R, Kim S-H, Tolk A, Hill R, and Kuhl ME (eds). Proceedings of the 2013 Winter Simulation Conference (WSC), IEEE: Washington DC, pp 969–979.
  • KleijnenJPCVan BeersWVan NieuwenhuyseIExpected improvement in efficient global optimization through bootstrapped KrigingJournal of Global Optimization2012541597310.1007/s10898-011-9741-y
  • LoeppkyJLSacksJWelchWJChoosing the sample size of a computer experiment: A practical guideTechnometrics200951436637610.1198/TECH.2009.08040
  • LophavenSNNielsenHBSondergaardJDACE: a MATLAB Kriging toolbox, version 2.02002
  • PichenyVGinsbourgerDRichetYCaplinGQuantile-based optimization of noisy computer experiments with tunable precision (including comments)Technometrics201355123610.1080/00401706.2012.707580
  • Scott WR, Powell WB and Simao HP (2010). Calibrating simulation models using the knowledge gradient with continuous parameters. In: Johansson B, Jain S, Montoya-Torres J, Hugan J, and Yucesan E (eds). Proceedings of the 2010 Winter Simulation Conference (WSC), IEEE: Maryland, USA, pp 1099–1109.
  • TaddyMALeeHKHGrayGAGri_nJDBayesian guided pattern search for robust local optimizationTechnometrics200951438940110.1198/TECH.2009.08007
  • TörnAŽilinskasAGlobal Optimization (Lecture Notes in Computer Science)2008
  • VianaFACHaftkaRTWatsonLTEfficient global optimization algorithm assisted by multiple surrogate techniquesJournal of Global Optimization201356266968910.1007/s10898-012-9892-5
  • WackernagelHMultivariate Geostatistics: An Introduction with Applications2003
  • Xie W, Nelson B and Staum J (2010). The influence of correlation functions on stochastic Kriging metamodels. In: Johansson B, Jain S, Montoya-Torres J, Hugan J, and Yucesan E (eds). Proceedings of the 2010 Winter Simulation Conference (WSC), IEEE: Maryland, USA, pp 1067–1078.
  • Yin J, Ng SH and Ng KM (2010). A bayesian metamodeling approach for stochastic simulations. In: Johansson B, Jain S, Montoya-Torres J, Hugan J, and Yucesan E (eds). Proceedings of the 2010 Winter Simulation Conference (WSC), IEEE: Maryland, USA, pp 1055–1066.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.