| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 477401 | European Journal of Operational Research | 2009 | 10 Pages |
Abstract
This article reviews Kriging (also called spatial correlation modeling). It presents the basic Kriging assumptions and formulas—contrasting Kriging and classic linear regression metamodels. Furthermore, it extends Kriging to random simulation, and discusses bootstrapping to estimate the variance of the Kriging predictor. Besides classic one-shot statistical designs such as Latin Hypercube Sampling, it reviews sequentialized and customized designs for sensitivity analysis and optimization. It ends with topics for future research.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Jack P.C. Kleijnen,