Stochastic Intrinsic Kriging for Simulation Metamodelling
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- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper 2015-038, Tilburg University, Center for Economic Research.
References listed on IDEAS
- Ward Whitt, 1989. "Planning Queueing Simulations," Management Science, INFORMS, vol. 35(11), pages 1341-1366, November.
- J. D. Opsomer & D. Ruppert & M. P. Wand & U. Holst & O. Hössjer, 1999. "Kriging with Nonparametric Variance Function Estimation," Biometrics, The International Biometric Society, vol. 55(3), pages 704-710, September.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015. "Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging," Discussion Paper 2015-042, Tilburg University, Center for Economic Research.
- Mehdad, E. & Kleijnen, Jack P.C., 2014. "Global Optimization for Black-box Simulation via Sequential Intrinsic Kriging," Discussion Paper 2014-063, Tilburg University, Center for Economic Research.
- Mehdad, E., 2015. "Kriging metamodels and global opimization in simulation," Other publications TiSEM 5b5c276a-fe68-4ce9-b8a8-1, Tilburg University, School of Economics and Management.
More about this item
KeywordsGaussian process; Kriging; intrinsic Kriging; metamodel; computer experiment; simulation;
- C0 - Mathematical and Quantitative Methods - - General
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- C9 - Mathematical and Quantitative Methods - - Design of Experiments
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
- C44 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Operations Research; Statistical Decision Theory
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-12-24 (All new papers)
- NEP-CMP-2014-12-24 (Computational Economics)
- NEP-EXP-2014-12-24 (Experimental Economics)
- NEP-ORE-2014-12-24 (Operations Research)
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