Versatile sequential sampling algorithm using Kernel Density Estimation
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DOI: 10.1016/j.ejor.2019.11.070
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- Crombecq, K. & Laermans, E. & Dhaene, T., 2011. "Efficient space-filling and non-collapsing sequential design strategies for simulation-based modeling," European Journal of Operational Research, Elsevier, vol. 214(3), pages 683-696, November.
- E. Androulakis & K. Drosou & C. Koukouvinos & Y.-D. Zhou, 2016. "Measures of uniformity in experimental designs: A selective overview," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 45(13), pages 3782-3806, July.
- V. Roshan Joseph & Evren Gul & Shan Ba, 2015. "Maximum projection designs for computer experiments," Biometrika, Biometrika Trust, vol. 102(2), pages 371-380.
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Keywords
Stochastic processes; Design of experiments; Discrepancy; Optimal design; Uncertainty quantification;All these keywords.
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