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Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038)

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  • Mehdad, E.

    (Tilburg University, School of Economics and Management)

  • Kleijnen, Jack P.C.

    (Tilburg University, School of Economics and Management)

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  • Mehdad, E. & Kleijnen, Jack P.C., 2014. "Classic Kriging versus Kriging with Bootstrapping or Conditional Simulation : Classic Kriging's Robust Confidence Intervals and Optimization (Revised version of CentER DP 2013-038)," Other publications TiSEM 4915047b-afe4-4fc7-8a1c-4, Tilburg University, School of Economics and Management.
    • Handle: RePEc:tiu:tiutis:4915047b-afe4-4fc7-8a1c-45b8537fb4ea
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    References listed on IDEAS

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    1. Felipe Viana & Raphael Haftka & Layne Watson, 2013. "Efficient global optimization algorithm assisted by multiple surrogate techniques," Journal of Global Optimization, Springer, vol. 56(2), pages 669-689, June.
    2. 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.
    3. 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.
    4. Kleijnen, Jack P.C., 2009. "Kriging metamodeling in simulation: A review," European Journal of Operational Research, Elsevier, vol. 192(3), pages 707-716, February.
    5. Bruce Ankenman & Barry L. Nelson & Jeremy Staum, 2010. "Stochastic Kriging for Simulation Metamodeling," Operations Research, INFORMS, vol. 58(2), pages 371-382, April.
    6. Kleijnen, Jack P.C. & Mehdad, E., 2013. "Conditional simulation for efficient global optimization," Other publications TiSEM 52e4860d-9887-4a63-b19a-7, Tilburg University, School of Economics and Management.
    7. Jack P.C. Kleijnen, 2015. "Design and Analysis of Simulation Experiments," International Series in Operations Research and Management Science, Springer, edition 2, number 978-3-319-18087-8, December.
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