Statistical Tests for Cross-Validation of Kriging Models

DOI10.1287/IJOC.2021.1072OpenAlexW2951805582MaRDI QIDQ5084672

Jack P. C. Kleijnen, Wim C. M. van Beers

Publication date: 28 June 2022

Published in: INFORMS Journal on Computing (Search for Journal in Brave)

Full work available at URL: https://research.tilburguniversity.edu/en/publications/35fba511-2931-47d5-a9ba-30b1229e9093

zbMATH Keywords

krigingMonte CarloGaussian processcross-validationvalidation

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Related Items (1)

Generating and validating cluster sampling matrices for model-free factor screening

Uses Software

• DACE
• DiceKriging
• DiceOptim
• laGP
• UQLab

Cites Work

• Unnamed Item
• Comparison of Gaussian process modeling software
• The design and analysis of computer experiments
• Cross-validation using the t statistic
• Cross-validation estimation of covariance parameters under fixed-domain asymptotics
• The correct Kriging variance estimated by bootstrapping
• Online Risk Monitoring Using Offline Simulation
• An improved Bonferroni procedure for multiple tests of significance
• Generalized Integrated Brownian Fields for Simulation Metamodeling
• Virtual Statistics in Simulation via k Nearest Neighbors
• Emulating Satellite Drag from Large Simulation Experiments
• Frequentist Accuracy of Bayesian Estimates
• Design and analysis of simulation experiments
• On the effect of covariance function estimation on the accuracy of kriging predictors

This page was built for publication: Statistical Tests for Cross-Validation of Kriging Models