Kleijnen, Jack P.C.; Mehdad, E. - Tilburg University, Center for Economic Research - 2012
Abstract: To analyze the input/output behavior of simulation models with multiple responses, we may apply either univariate or multivariate Kriging (Gaussian Process) models. Univariate Kriging may use a popular MATLAB Kriging toolbox called \DACE'. Multivariate Kriging faces a major problem:...
