Application-driven Sequential Designs for Simulation Experiments : Kriging Metamodeling
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- J P C Kleijnen & W C M van Beers, 2004. "Application-driven sequential designs for simulation experiments: Kriging metamodelling," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 55(8), pages 876-883, August.
- Kleijnen, J.P.C. & van Beers, W.C.M., 2003. "Application-driven Sequential Designs for Simulation Experiments : Kriging Metamodeling," Discussion Paper 2003-33, Tilburg University, Center for Economic Research.
References listed on IDEAS
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Citations
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Cited by:
- Xiao, Ning-Cong & Zuo, Ming J. & Zhou, Chengning, 2018. "A new adaptive sequential sampling method to construct surrogate models for efficient reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 169(C), pages 330-338.
- Kleijnen, J.P.C., 2007.
"Simulation Experiments in Practice : Statistical Design and Regression Analysis,"
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- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Other publications TiSEM d4bee6b0-7a00-4695-85ed-6, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Other publications TiSEM 66449de2-3d9c-4d19-a3e4-a, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2007. "Simulation Experiments in Practice : Statistical Design and Regression Analysis," Discussion Paper 2007-30, Tilburg University, Center for Economic Research.
- Xin, Fukang & Wang, Pan & Wang, Qirui & Li, Lei & Cheng, Lei & Lei, Huajin & Ma, Fangyun, 2024. "Parallel adaptive ensemble of metamodels combined with hypersphere sampling for rare failure events," Reliability Engineering and System Safety, Elsevier, vol. 246(C).
- D den Hertog & J P C Kleijnen & A Y D Siem, 2006.
"The correct Kriging variance estimated by bootstrapping,"
Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 57(4), pages 400-409, April.
- den Hertog, D. & Kleijnen, J.P.C. & Siem, A.Y.D., 2004. "The Correct Kriging Variance Estimated by Bootstrapping," Other publications TiSEM 00a66547-3e9a-4ccf-8c7b-8, Tilburg University, School of Economics and Management.
- den Hertog, D. & Kleijnen, J.P.C. & Siem, A.Y.D., 2004. "The Correct Kriging Variance Estimated by Bootstrapping," Discussion Paper 2004-46, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2006.
"White Noise Assumptions Revisited : Regression Models and Statistical Designs for Simulation Practice,"
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- Kleijnen, J.P.C., 2006. "White Noise Assumptions Revisited : Regression Models and Statistical Designs for Simulation Practice," Other publications TiSEM d8c37ad3-f9a5-4824-986d-2, Tilburg University, School of Economics and Management.
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- van Dam, E.R. & Husslage, B.G.M. & den Hertog, D., 2004. "One-Dimensional Nested Maximin Designs," Discussion Paper 2004-66, Tilburg University, Center for Economic Research.
- van Dam, E.R. & Husslage, B.G.M. & den Hertog, D., 2010. "One-dimensional nested maximin designs," Other publications TiSEM cf47da9c-59f8-4533-a845-8, Tilburg University, School of Economics and Management.
- Maroussa Zagoraiou & Alessandro Baldi Antognini, 2009. "Optimal designs for parameter estimation of the Ornstein–Uhlenbeck process," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(5), pages 583-600, September.
- Gaofeng Jia & Alexandros A. Taflanidis & Norberto C. Nadal-Caraballo & Jeffrey A. Melby & Andrew B. Kennedy & Jane M. Smith, 2016. "Surrogate modeling for peak or time-dependent storm surge prediction over an extended coastal region using an existing database of synthetic storms," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 81(2), pages 909-938, March.
- Scott L. Rosen & Christopher P. Saunders & Samar K Guharay, 2015. "A Structured Approach for Rapidly Mapping Multilevel System Measures via Simulation Metamodeling," Systems Engineering, John Wiley & Sons, vol. 18(1), pages 87-101, January.
- Kleijnen, Jack P.C., 2009.
"Kriging metamodeling in simulation: A review,"
European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
- Kleijnen, J.P.C., 2007. "Kriging Metamodeling in Simulation : A Review," Discussion Paper 2007-13, Tilburg University, Center for Economic Research.
- Kleijnen, J.P.C., 2007. "Kriging Metamodeling in Simulation : A Review," Other publications TiSEM 29d6926e-c381-4b58-ae58-8, Tilburg University, School of Economics and Management.
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- Kleijnen, Jack P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2010. "Constrained optimization in simulation : A novel approach," Other publications TiSEM b3655866-b593-4854-a4fd-5, Tilburg University, School of Economics and Management.
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European Journal of Operational Research, Elsevier, vol. 191(3), pages 816-837, December.
- Stinstra, E. & den Hertog, D., 2005. "Robust Optimization Using Computer Experiments," Discussion Paper 2005-90, Tilburg University, Center for Economic Research.
- Jize Zhang & Alexandros A. Taflanidis & Norberto C. Nadal-Caraballo & Jeffrey A. Melby & Fatimata Diop, 2018. "Advances in surrogate modeling for storm surge prediction: storm selection and addressing characteristics related to climate change," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 94(3), pages 1225-1253, December.
- M I Reis dos Santos & P M Reis dos Santos, 2011. "Construction and validation of distribution-based regression simulation metamodels," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 62(7), pages 1376-1384, July.
- Gaofeng Jia & Alexandros Taflanidis & Norberto Nadal-Caraballo & Jeffrey Melby & Andrew Kennedy & Jane Smith, 2016. "Surrogate modeling for peak or time-dependent storm surge prediction over an extended coastal region using an existing database of synthetic storms," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 81(2), pages 909-938, March.
- Stinstra, E., 2006. "The meta-model approach for simulation-based design optimization," Other publications TiSEM 713f828a-4716-4a19-af00-e, Tilburg University, School of Economics and Management.
- Stinstra, E. & den Hertog, D., 2005. "Robust Optimization Using Computer Experiments," Other publications TiSEM 69d6e378-c9f9-44e8-9602-f, Tilburg University, School of Economics and Management.
- Song, Kunling & Zhang, Yugang & Shen, Linjie & Zhao, Qingyan & Song, Bifeng, 2021. "A failure boundary exploration and exploitation framework combining adaptive Kriging model and sample space partitioning strategy for efficient reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
- P. Pedone & G. Vicario & D. Romano, 2009. "Kriging‐based sequential inspection plans for coordinate measuring machines," Applied Stochastic Models in Business and Industry, John Wiley & Sons, vol. 25(2), pages 133-149, March.
- Gan, Guojun & Lin, X. Sheldon, 2015. "Valuation of large variable annuity portfolios under nested simulation: A functional data approach," Insurance: Mathematics and Economics, Elsevier, vol. 62(C), pages 138-150.
- Jack P. C. Kleijnen & Susan M. Sanchez & Thomas W. Lucas & Thomas M. Cioppa, 2005. "State-of-the-Art Review: A User’s Guide to the Brave New World of Designing Simulation Experiments," INFORMS Journal on Computing, INFORMS, vol. 17(3), pages 263-289, August.
- Siem, A.Y.D. & den Hertog, D., 2007. "Kriging Models That Are Robust With Respect to Simulation Errors," Other publications TiSEM fe73dc8b-20d6-4f50-95eb-f, Tilburg University, School of Economics and Management.
- Kleijnen, J.P.C., 2007.
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- Mlakar, Miha & Petelin, Dejan & Tušar, Tea & Filipič, Bogdan, 2015. "GP-DEMO: Differential Evolution for Multiobjective Optimization based on Gaussian Process models," European Journal of Operational Research, Elsevier, vol. 243(2), pages 347-361.
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