Faster Kriging: Facing High-Dimensional Simulators

Author:

Lu Xuefei1ORCID,Rudi Alessandro2,Borgonovo Emanuele31ORCID,Rosasco Lorenzo456

Affiliation:

1. Department of Decision Sciences, Bocconi University, 20136 Milan, Italy;

2. The National Institute for Research in Computer Science and Automation (INRIA), École Normale Supérieure, Paris, France, 75012;

3. Bocconi Institute for Data Science and Analytics (BIDSA), 20136 Milan, Italy;

4. Department of Computer Science, Bioengineering, Robotics and Systems Engineering (DIBRIS), Università degli Studi di Genova, 16145 Genova, Italy;

5. Laboratory for Computational and Statistical Learning (LCSL), Massachusetts Institute of Technology, Cambridge, Massachusetts 02139;

6. Istituto Italiano di Tecnologia, 16163 Genova, Italy

Publisher

Institute for Operations Research and the Management Sciences (INFORMS)

Subject

Management Science and Operations Research,Computer Science Applications

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