Replication or Exploration? Sequential Design for Stochastic Simulation Experiments
Author:
Affiliation:
1. Booth School of Business, University of Chicago, Chicago, IL
2. Department of Statistics, Virginia Tech, Blacksburg, VA
3. Department of Statistics and Applied Probability, University of California Santa Barbara, Santa Barbara, CA
Publisher
Informa UK Limited
Subject
Applied Mathematics,Modeling and Simulation,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/00401706.2018.1469433
Reference54 articles.
1. Information-Theoretic Data Discarding for Dynamic Trees on Data Streams
2. Stochastic Kriging for Simulation Metamodeling
3. Exact optimal designs for computer experiments via Kriging metamodelling
4. Cross Validation and Maximum Likelihood estimations of hyper-parameters of Gaussian processes with model misspecification
5. Barnett, S. (1982),Matrix Methods for Engineers and Scientists, Mcgraw-Hill College.
Cited by 57 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Heteroscedastic Gaussian Process Regression for material structure–property relationship modeling;Computer Methods in Applied Mechanics and Engineering;2024-11
2. Sensitivity Analysis in the Presence of Intrinsic Stochasticity for Discrete Fracture Network Simulations;Journal of Geophysical Research: Machine Learning and Computation;2024-08-29
3. Active Learning for a Recursive Non-Additive Emulator for Multi-Fidelity Computer Experiments;Technometrics;2024-07-08
4. METHODOLOGY AND CHALLENGES OF SURROGATE MODELLING METHODS FOR MULTI-FIDELITY EXPENSIVE BLACK-BOX PROBLEMS;The ANZIAM Journal;2024-05-31
5. Sequential metamodel‐based approaches to level‐set estimation under heteroscedasticity;Statistical Analysis and Data Mining: The ASA Data Science Journal;2024-05-29
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3