Estimating the Prediction Mean Squared Error in Gaussian Stochastic Processes with Exponential Correlation Structure
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DOI: 10.1111/1467-9469.00168
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Cited by:
- Jack Kleijnen & Wim Beers & Inneke Nieuwenhuyse, 2012. "Expected improvement in efficient global optimization through bootstrapped kriging," Journal of Global Optimization, Springer, vol. 54(1), pages 59-73, September.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2011.
"Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62,"
Other publications TiSEM
d3b15c46-27c4-493e-8c53-9, Tilburg University, School of Economics and Management.
- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2011. "Expected Improvement in Efficient Global Optimization Through Bootstrapped Kriging - Replaces CentER DP 2010-62," Discussion Paper 2011-015, Tilburg University, Center for Economic Research.
- Kęstutis Dučinskas & Lina Dreižienė, 2018. "Risks of Classification of the Gaussian Markov Random Field Observations," Journal of Classification, Springer;The Classification Society, vol. 35(3), pages 422-436, October.
- David Ginsbourger & Delphine Dupuy & Anca Badea & Laurent Carraro & Olivier Roustant, 2009. "A note on the choice and the estimation of Kriging models for the analysis of deterministic computer experiments," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(2), pages 115-131, March.
- Dučinskas, Kęstutis & Dreižienė, Lina & Zikarienė, Eglė, 2015. "Multiclass classification of the scalar Gaussian random field observation with known spatial correlation function," Statistics & Probability Letters, Elsevier, vol. 98(C), pages 107-114.
- Bachoc, François, 2014. "Asymptotic analysis of the role of spatial sampling for covariance parameter estimation of Gaussian processes," Journal of Multivariate Analysis, Elsevier, vol. 125(C), pages 1-35.
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