Kriging metamodeling in simulation: A review Export

@article{citeulike:5159914, abstract = {This article reviews Kriging (also called spatial correlation modeling). It presents the basic Kriging assumptions and formulas—contrasting Kriging and classic linear regression metamodels. Furthermore, it extends Kriging to random simulation, and discusses bootstrapping to estimate the variance of the Kriging predictor. Besides classic one-shot statistical designs such as Latin Hypercube Sampling, it reviews sequentialized and customized designs for sensitivity analysis and optimization. It ends with topics for future research.}, author = {Kleijnen, J.}, citeulike-article-id = {5159914}, citeulike-linkout-0 = {http://dx.doi.org/10.1016/j.ejor.2007.10.013}, citeulike-linkout-1 = {http://linkinghub.elsevier.com/retrieve/pii/S0377221707010090}, day = {01}, doi = {10.1016/j.ejor.2007.10.013}, issn = {03772217}, journal = {European Journal of Operational Research}, keywords = {2007, bootstrap, deterministic, kriging, metamodel, simulation, stochastic}, month = {February}, number = {3}, pages = {707--716}, posted-at = {2009-10-16 20:18:51}, priority = {0}, title = {Kriging metamodeling in simulation: A review}, url = {http://dx.doi.org/10.1016/j.ejor.2007.10.013}, volume = {192}, year = {2009} }

TY - JOUR ID - citeulike:5159914 L3 - citeulike-article-id:5159914 N2 - This article reviews Kriging (also called spatial correlation modeling). It presents the basic Kriging assumptions and formulas—contrasting Kriging and classic linear regression metamodels. Furthermore, it extends Kriging to random simulation, and discusses bootstrapping to estimate the variance of the Kriging predictor. Besides classic one-shot statistical designs such as Latin Hypercube Sampling, it reviews sequentialized and customized designs for sensitivity analysis and optimization. It ends with topics for future research. IS - 3 JF - European Journal of Operational Research SN - 03772217 EP - 716 TI - Kriging metamodeling in simulation: A review VL - 192 SP - 707 KW - 2007 KW - bootstrap KW - deterministic KW - kriging KW - metamodel KW - simulation KW - stochastic AU - Kleijnen, J PY - 2009/02/01/ UR - http://dx.doi.org/10.1016/j.ejor.2007.10.013 ER -