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Robustness of Kriging when interpolating in random simulation with heterogeneous variances: Some experiments

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  • Kleijnen, Jack P. C.
  • van Beers, Wim C. M.

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  • Kleijnen, Jack P. C. & van Beers, Wim C. M., 2005. "Robustness of Kriging when interpolating in random simulation with heterogeneous variances: Some experiments," European Journal of Operational Research, Elsevier, vol. 165(3), pages 826-834, September.
    • Handle: RePEc:eee:ejores:v:165:y:2005:i:3:p:826-834
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    1. Kleijnen, J.P.C. & van Groenendaal, W.J.H., 1992. "Two-stage versus sequential sample-size determination in regression analysis of simulation experiments," Research Memorandum FEW 572, Tilburg University, School of Economics and Management.
    2. W C M van Beers & J P C Kleijnen, 2003. "Kriging for interpolation in random simulation," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 54(3), pages 255-262, March.
    3. Russell C. H. Cheng & Jack P. C. Kleijnen, 1999. "Improved Design of Queueing Simulation Experiments with Highly Heteroscedastic Responses," Operations Research, INFORMS, vol. 47(5), pages 762-777, October.
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    Cited by:

    1. H Yapicioglu & H Liu & A E Smith & G Dozier, 2011. "Hybrid approach for Pareto front expansion in heuristics," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(2), pages 348-359, February.
    2. Bettonvil, B.W.M. & Del Castillo, E. & Kleijnen, J.P.C., 2007. "Statistical Testing of Optimality Conditions in Multiresponse Simulation-based Optimization (Revision of 2005-81)," Other publications TiSEM 3e563d88-0029-47f6-a66b-e, Tilburg University, School of Economics and Management.
    3. Peter Salemi & Jeremy Staum & Barry L. Nelson, 2019. "Generalized Integrated Brownian Fields for Simulation Metamodeling," Operations Research, INFORMS, vol. 67(3), pages 874-891, May.
    4. Hernandez, Andres F. & Grover, Martha A., 2013. "Error estimation properties of Gaussian process models in stochastic simulations," European Journal of Operational Research, Elsevier, vol. 228(1), pages 131-140.
    5. Kleijnen, Jack P.C., 2009. "Kriging metamodeling in simulation: A review," European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
    6. Bruce Ankenman & Barry L. Nelson & Jeremy Staum, 2010. "Stochastic Kriging for Simulation Metamodeling," Operations Research, INFORMS, vol. 58(2), pages 371-382, April.
    7. Jalali, Hamed & Van Nieuwenhuyse, Inneke & Picheny, Victor, 2017. "Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise," European Journal of Operational Research, Elsevier, vol. 261(1), pages 279-301.
    8. Bettonvil, Bert & del Castillo, Enrique & Kleijnen, Jack P.C., 2009. "Statistical testing of optimality conditions in multiresponse simulation-based optimization," European Journal of Operational Research, Elsevier, vol. 199(2), pages 448-458, December.
    9. Xuefei Lu & Alessandro Rudi & Emanuele Borgonovo & Lorenzo Rosasco, 2020. "Faster Kriging: Facing High-Dimensional Simulators," Operations Research, INFORMS, vol. 68(1), pages 233-249, January.
    10. William F. Christensen, 2011. "Filtered Kriging for Spatial Data with Heterogeneous Measurement Error Variances," Biometrics, The International Biometric Society, vol. 67(3), pages 947-957, September.
    11. Pedrielli, Giulia & Wang, Songhao & Ng, Szu Hui, 2020. "An extended Two-Stage Sequential Optimization approach: Properties and performance," European Journal of Operational Research, Elsevier, vol. 287(3), pages 929-945.
    12. Liu, Heping & Shi, Jing & Erdem, Ergin, 2010. "Prediction of wind speed time series using modified Taylor Kriging method," Energy, Elsevier, vol. 35(12), pages 4870-4879.
    13. Jack P. C. Kleijnen & Susan M. Sanchez & Thomas W. Lucas & Thomas M. Cioppa, 2005. "State-of-the-Art Review: A User’s Guide to the Brave New World of Designing Simulation Experiments," INFORMS Journal on Computing, INFORMS, vol. 17(3), pages 263-289, August.
    14. Rojas Gonzalez, Sebastian & Jalali, Hamed & Van Nieuwenhuyse, Inneke, 2020. "A multiobjective stochastic simulation optimization algorithm," European Journal of Operational Research, Elsevier, vol. 284(1), pages 212-226.
    15. Reis dos Santos, Pedro M. & Isabel Reis dos Santos, M., 2009. "Using subsystem linear regression metamodels in stochastic simulation," European Journal of Operational Research, Elsevier, vol. 196(3), pages 1031-1040, August.
    16. Strang, Kenneth David, 2012. "Importance of verifying queue model assumptions before planning with simulation software," European Journal of Operational Research, Elsevier, vol. 218(2), pages 493-504.
    17. Satyajith Amaran & Nikolaos V. Sahinidis & Bikram Sharda & Scott J. Bury, 2016. "Simulation optimization: a review of algorithms and applications," Annals of Operations Research, Springer, vol. 240(1), pages 351-380, May.

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    17. Peter Salemi & Jeremy Staum & Barry L. Nelson, 2019. "Generalized Integrated Brownian Fields for Simulation Metamodeling," Operations Research, INFORMS, vol. 67(3), pages 874-891, May.
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