bootstrapping to estimate the true variance of the Kriging predictor. The resulting tests (with or without extrapolation or … bootstrapping) have type-I and type-II error probabilities, which we estimate through Monte Carlo experiments. To illustrate the …

estimator uses parametric bootstrapping. Classic EI and bootstrapped EI are compared through various test functions, including …

metamodel that preserves this known shape, this article uses bootstrapping (or resampling). Parametric bootstrapping assuming …-event simulation) using distribution-free bootstrapping. In stochastic simulation, the analysts should simulate each input combination … variation, so the Kriging metamodel does not need to interpolate the average outputs. Bootstrapping provides a simple method for …

Distribution-free bootstrapping of the replicated responses of a given discreteevent simulation model gives … analysis than classic Kriging; i.e., bootstrapping gives lower MSE and confidence intervals with higher coverage and the same …