Emulators for stochastic simulation codes

DOI10.1051/proc/201448005zbMath1338.62179arXiv1406.6348OpenAlexW3104110477MaRDI QIDQ5744916

Simon Nanty, Vincent Moutoussamy, Benoît Pauwels

Publication date: 10 February 2016

Published in: ESAIM: Proceedings and Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1406.6348

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Factor analysis and principal components; correspondence analysis (62H25) Design of statistical experiments (62K99)

Related Items (5)

Population parametrization of costly black box models using iterations between SAEM algorithm and Kriging ⋮ A spectral surrogate model for stochastic simulators computed from trajectory samples ⋮ Emulation of Stochastic Simulators Using Generalized Lambda Models ⋮ Analyzing stochastic computer models: a review with opportunities ⋮ Global Sensitivity Analysis and Wasserstein Spaces

Uses Software

• LBFGS-B

Cites Work

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• A numerically stable dual method for solving strictly convex quadratic programs
• Dimensionality reduction when data are density functions
• Variable kernel density estimation
• Gaussian process modeling with inequality constraints
• Stochastic Kriging for Simulation Metamodeling
• Optimal Control of Parameter-Dependent Convection-Diffusion Problems around Rigid Bodies
• Remarks on Some Nonparametric Estimates of a Density Function
• A Limited Memory Algorithm for Bound Constrained Optimization
• Comparison of Some Reduced Representation Approximations

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