Kleijnen, Jack P.C.; Mehdad, Ehsan - In: European Journal of Operational Research 236 (2014) 2, pp. 573-582
To analyze the input/output behavior of simulation models with multiple responses, we may apply either univariate or multivariate Kriging (Gaussian process) metamodels. In multivariate Kriging we face a major problem: the covariance matrix of all responses should remain positive-definite; we...