相关论文: Analysis of Computer Experiments with Functional R…

Spatial prediction is commonly achieved under the assumption of a Gaussian random field (GRF) by obtaining maximum likelihood estimates of parameters, and then using the kriging equations to arrive at predicted values. For massive datasets,…

Stochastic kriging has been widely employed for simulation metamodeling to predict the response surface of complex simulation models. However, its use is limited to cases where the design space is low-dimensional because, in general, the…

We introduce a sparse estimation in the ordinary kriging for functional data. The functional kriging predicts a feature given as a function at a location where the data are not observed by a linear combination of data observed at other…

In spatial statistics, a common method for prediction over a Gaussian random field (GRF) is maximum likelihood estimation combined with kriging. For massive data sets, kriging is computationally intensive, both in terms of CPU time and…

Structural reliability methods aim at computing the probability of failure of systems with respect to some prescribed performance functions. In modern engineering such functions usually resort to running an expensive-to-evaluate…

For estimation and predictions of random fields it is increasingly acknowledged that the kriging variance may be a poor representative of true uncertainty. Experimental designs based on more elaborate criteria that are appropriate for…

This article proposes a new kriging that has a rational form. It is shown that the generalized least squares estimate of the mean from rational kriging is much more well behaved than that from ordinary kriging. Parameter estimation and…

Kriging-based surrogate models have become very popular during the last decades to approximate a computer code output from few simulations. In practical applications, it is very common to sequentially add new simulations to obtain more…

Kriging based on Gaussian random fields is widely used in reconstructing unknown functions. The kriging method has pointwise predictive distributions which are computationally simple. However, in many applications one would like to predict…

We provide a new kriging procedure of processes on graphs. Based on the construction of Gaussian random processes indexed by graphs, we extend to this framework the usual linear prediction method for spatial random fields, known as kriging.…

This paper addresses the use of experimental data for calibrating a computer model and improving its predictions of the underlying physical system. A global statistical approach is proposed in which the bias between the computer model and…

In many practical cases, a sensitivity analysis or an optimization of a complex time consuming computer code requires to build a fast running approximation of it - also called surrogate model. We consider in this paper the problem of…

This work is focused on finding G-optimal designs theoretically for kriging models with two-dimensional inputs and separable exponential covariance structures. For design comparison, the notion of evenness of two-dimensional grid designs is…

The present study proposes a data-driven framework trained with high-fidelity simulation results to facilitate decision making for combustor designs. At its core is a surrogate model employing a machine-learning technique called kriging,…

This paper presents a kriging method for spatial prediction of temporal intensity functions, for situations where a temporal point process is observed at different spatial locations. Assuming that several replications of the processes are…

As models in various fields are becoming more complex, associated computational demands have been increasing significantly. Reliability analysis for these systems when failure probabilities are small is significantly challenging, requiring…

This work develops a multivariate extension of the Fixed Rank Kriging (FRK) framework for spatial prediction in settings where multiple spatial processes may provide complementary information. The goal is to preserve the computational…

Many clustering algorithms when the data are curves or functions have been recently proposed. However, the presence of contamination in the sample of curves can influence the performance of most of them. In this work we propose a robust,…

Highly accurate numerical or physical experiments are often time-consuming or expensive to obtain. When time or budget restrictions prohibit the generation of additional data, the amount of available samples may be too limited to provide…

In this paper, we further investigate the problem of selecting a set of design points for universal kriging, which is a widely used technique for spatial data analysis. Our goal is to select the design points in order to make simultaneous…