Error estimation properties of Gaussian process models in stochastic simulations

DOI10.1016/j.ejor.2012.12.033zbMath1332.62242OpenAlexW2046404822MaRDI QIDQ257244

Andres F. Hernandez, Martha A. Grover

Publication date: 15 March 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2012.12.033

zbMATH Keywords

simulationerror estimationregressionGaussian process modelsmetamodeling

Mathematics Subject Classification ID

Gaussian processes (60G15) Linear regression; mixed models (62J05)

Related Items (2)

Efficient VaR and CVaR Measurement via Stochastic Kriging ⋮ Multivariate versus univariate Kriging metamodels for multi-response simulation models

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