کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1150250 | 957919 | 2010 | 11 صفحه PDF | دانلود رایگان |
![عکس صفحه اول مقاله: Exact optimal designs for computer experiments via Kriging metamodelling Exact optimal designs for computer experiments via Kriging metamodelling](/preview/png/1150250.png)
Nowadays it is common to reproduce physical systems using mathematical simulation models and, despite the fact that computing resources continue to increase, computer simulations are growing in complexity. This leads to the adoption of surrogate models and one of the most popular methodologies is the well-known Ordinary Kriging, which is a statistical interpolator extensively used to approximate the output of deterministic simulation. This paper deals with the problem of finding suitable experimental plans for the Ordinary Kriging with exponential correlation structure. In particular, we derive exact optimal designs for prediction, estimation and information gain approaches in the one-dimensional case, giving further theoretical justifications for the adoption of the equidistant design. Moreover, we show that in some circumstances several results related to the uncorrelated setup still hold for correlated observations.
Journal: Journal of Statistical Planning and Inference - Volume 140, Issue 9, September 2010, Pages 2607–2617