Similar Search Results

Convex and Monotonic Bootstrapped Kriging

Kleijnen, Jack P. C.; Beers, Wim C. M. van; Mehdad, Ehsan - 2012

Distribution-free bootstrapping of the replicated responses of a given discreteevent simulation model gives bootstrapped Kriging (Gaussian process) metamodels; we require these metamodels to be either convex or monotonic. To illustrate monotonic Kriging, we use an M/M/1 queueing simulation with...

Persistent link: https://www.econbiz.de/10014166285

Stochastic intrinsic kriging for simulation metamodelling

Mehdad, Ehsan; Kleijnen, Jack P. C. - 2014

Persistent link: https://www.econbiz.de/10011283893

Global optimization for black-box simulation via sequential intrinsic kriging

Mehdad, Ehsan; Kleijnen, Jack P. C. - 2014

Persistent link: https://www.econbiz.de/10011284535

Classic Kriging versus Kriging with bootstrapping or bonditional simulation : classic Kriging's robust confidence intervals and optimization

Mehdad, Ehsan; Kleijnen, Jack P. C. - 2014 - Revised version of CentER DP 2013-038

Persistent link: https://www.econbiz.de/10011285515

Classic Kriging versus Kriging wiht bootstrapping of conditional simulation : classic Kriging's robust confidence intervals and optimization

Mehdad, Ehsan; Kleijnen, Jack P. C. - In: Journal of the Operational Research Society : OR 66 (2015) 11, pp. 1804-1814

Persistent link: https://www.econbiz.de/10011418448

Efficient global optimization for black-box simulation via sequential intrinsic Kriging

Mehdad, Ehsan; Kleijnen, Jack P. C. - 2015

Persistent link: https://www.econbiz.de/10011349886

Estimating the variance of the predictor in stochastic Kriging

Kleijnen, Jack P. C.; Mehdad, Ehsan - 2015

Persistent link: https://www.econbiz.de/10011349889

Convex and monotonic bootstrapped kriging

Kleijnen, Jack P. C.; Mehdad, Ehsan; Beers, Wim C. M. van - 2012

Persistent link: https://www.econbiz.de/10009611821

Efficient Global Optimization for Black-Box Simulation Via Sequential Intrinsic Kriging

Mehdad, Ehsan - 2015

Efficient Global Optimization (EGO) is a popular method that searches sequentially for the global optimum of a simulated system. EGO treats the simulation model as a black-box, and balances local and global searches. In deterministic simulation, EGO uses ordinary Kriging (OK), which is a special...

Persistent link: https://www.econbiz.de/10013017371

Efficient global optimisation for black-box simulation via sequential intrinsic Kriging

Mehdad, Ehsan; Kleijnen, Jack P. C. - In: Journal of the Operational Research Society 69 (2018) 11, pp. 1725-1737

Persistent link: https://www.econbiz.de/10012229229