Narrow search
Showing 1 - 3 of 3
Cover Image
Bootstrapping and Conditional Simulation in Kriging : Better Confidence Intervals and Optimization
Kleijnen, Jack P.C.; Mehdad, E. - Tilburg University, Center for Economic Research - 2013
Abstract: This paper investigates two related questions: (1) How to derive a confidence interval for the output of a combination of simulation inputs not yet simulated? (2) How to select the next combination to be simulated when searching for the optimal combination? To answer these questions,...
Persistent link: https://www.econbiz.de/10011091634
Cover Image
Optimization and sensitivity analysis of computer simulation models by the score function method
Kleijnen, Jack P.C.; Rubinstein, R.Y. - Tilburg University, Center for Economic Research - 1995
Persistent link: https://www.econbiz.de/10011091727
Cover Image
Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62
Kleijnen, Jack P.C.; van Beers, W.C.M.; van Nieuwenhuyse, I. - Tilburg University, Center for Economic Research - 2011
optimization, based on Kriging (also called Gaussian process or spatial correlation modeling); this Kriging is used to analyze the … improvement" (EI) in "efficient global optimization" (EGO) through the introduction of an unbiased estimator of the Kriging …
Persistent link: https://www.econbiz.de/10011092889