Sample and computationally efficient stochastic kriging in high dimensions
Liang Ding, Xiaowei Zhang
| Year of publication: |
2024
|
|---|---|
| Authors: | Ding, Liang ; Zhang, Xiaowei |
| Published in: |
Operations research. - Linthicum, Md. : INFORMS, ISSN 1526-5463, ZDB-ID 2019440-7. - Vol. 72.2024, 2, p. 660-683
|
| Subject: | experimental design | Gaussian process | high-dimensional inputs | matrix inversion | Simulation | simulation metamodeling | sparse grid | stochastic kriging | tensor Markov kernel | Stochastischer Prozess | Stochastic process | Theorie | Theory | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/opre.2022.2367 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014520867