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Kriging Metamodeling in Simulation : A Review

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  1. Cédric Durantin & Julien Marzat & Mathieu Balesdent, 2016. "Analysis of multi-objective Kriging-based methods for constrained global optimization," Computational Optimization and Applications, Springer, vol. 63(3), pages 903-926, April.
  2. Wu, Xu & Kozlowski, Tomasz & Meidani, Hadi, 2018. "Kriging-based inverse uncertainty quantification of nuclear fuel performance code BISON fission gas release model using time series measurement data," Reliability Engineering and System Safety, Elsevier, vol. 169(C), pages 422-436.
  3. Palar, Pramudita Satria & Zuhal, Lavi Rizki & Shimoyama, Koji, 2023. "Enhancing the explainability of regression-based polynomial chaos expansion by Shapley additive explanations," Reliability Engineering and System Safety, Elsevier, vol. 232(C).
  4. Fani Boukouvala & M. M. Faruque Hasan & Christodoulos A. Floudas, 2017. "Global optimization of general constrained grey-box models: new method and its application to constrained PDEs for pressure swing adsorption," Journal of Global Optimization, Springer, vol. 67(1), pages 3-42, January.
  5. Olson, Sterling S. & Su, Jack C.P. & Silva, H. & Chartrand, Chris C. & Roberts, Jesse D., 2021. "Turbulence-parameter estimation for current-energy converters using surrogate model optimization," Renewable Energy, Elsevier, vol. 168(C), pages 559-567.
  6. Song, Wenjing & Han, Ke & Wang, Yiou & Friesz, Terry L. & del Castillo, Enrique, 2018. "Statistical metamodeling of dynamic network loading," Transportation Research Part B: Methodological, Elsevier, vol. 117(PB), pages 740-756.
  7. Reis dos Santos, M. Isabel & Reis dos Santos, Pedro M., 2016. "Switching regression metamodels in stochastic simulation," European Journal of Operational Research, Elsevier, vol. 251(1), pages 142-147.
  8. J.-J. Sinou & L. Nechak & S. Besset, 2018. "Kriging Metamodeling in Rotordynamics: Application for Predicting Critical Speeds and Vibrations of a Flexible Rotor," Complexity, Hindawi, vol. 2018, pages 1-26, March.
  9. Awad, Mahmoud, 2017. "Analyzing sensitivity measures using moment-matching technique," Reliability Engineering and System Safety, Elsevier, vol. 159(C), pages 90-99.
  10. Bettonvil, B.W.M. & Del Castillo, E. & Kleijnen, J.P.C., 2007. "Statistical Testing of Optimality Conditions in Multiresponse Simulation-based Optimization (Revision of 2005-81)," Other publications TiSEM 3e563d88-0029-47f6-a66b-e, Tilburg University, School of Economics and Management.
  11. Troost, Christian & Berger, Thomas, 2015. "Process-based simulation of regional agricultural supply functions in Southwestern Germany using farm-level and agent-based models," 2015 Conference, August 9-14, 2015, Milan, Italy 211929, International Association of Agricultural Economists.
  12. G. Dosi & M. C. Pereira & M. E. Virgillito, 2018. "On the robustness of the fat-tailed distribution of firm growth rates: a global sensitivity analysis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 173-193, April.
  13. Mert Edali, 2022. "Pattern‐oriented analysis of system dynamics models via random forests," System Dynamics Review, System Dynamics Society, vol. 38(2), pages 135-166, April.
  14. Linmei Shang & Jifeng Wang & David Schäfer & Thomas Heckelei & Juergen Gall & Franziska Appel & Hugo Storm, 2024. "Surrogate modelling of a detailed farm‐level model using deep learning," Journal of Agricultural Economics, Wiley Blackwell, vol. 75(1), pages 235-260, February.
  15. Turati, Pietro & Pedroni, Nicola & Zio, Enrico, 2017. "Simulation-based exploration of high-dimensional system models for identifying unexpected events," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 317-330.
  16. 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.
  17. Kleijnen, Jack P.C., 2013. "Simulation-Optimization via Kriging and Bootstrapping : A Survey (Revision of CentER DP 2011-064)," Other publications TiSEM 6ac4e049-ad86-447f-aeec-a, Tilburg University, School of Economics and Management.
  18. Xiao, Qian & Xu, Hongquan, 2021. "A mapping-based universal Kriging model for order-of-addition experiments in drug combination studies," Computational Statistics & Data Analysis, Elsevier, vol. 157(C).
  19. Tian, Wei & Song, Jitian & Li, Zhanyong & de Wilde, Pieter, 2014. "Bootstrap techniques for sensitivity analysis and model selection in building thermal performance analysis," Applied Energy, Elsevier, vol. 135(C), pages 320-328.
  20. 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.
  21. Kleijnen, J.P.C. & van Beers, W.C.M. & van Nieuwenhuyse, I., 2008. "Constrained Optimization in Simulation : A Novel Approach," Discussion Paper 2008-95, Tilburg University, Center for Economic Research.
  22. Zitrou, Athena & Bedford, Tim & Walls, Lesley, 2016. "A model for availability growth with application to new generation offshore wind farms," Reliability Engineering and System Safety, Elsevier, vol. 152(C), pages 83-94.
  23. Buzzard, Gregery T., 2012. "Global sensitivity analysis using sparse grid interpolation and polynomial chaos," Reliability Engineering and System Safety, Elsevier, vol. 107(C), pages 82-89.
  24. Morales-Enciso, Sergio & Branke, Juergen, 2015. "Tracking global optima in dynamic environments with efficient global optimization," European Journal of Operational Research, Elsevier, vol. 242(3), pages 744-755.
  25. Zhang, Wei & (Ato) Xu, Wangtu, 2017. "Simulation-based robust optimization for the schedule of single-direction bus transit route: The design of experiment," Transportation Research Part E: Logistics and Transportation Review, Elsevier, vol. 106(C), pages 203-230.
  26. Shen, Xingkeng & Feng, Kaixuan & Xu, Heming & Wang, Guangqiang & Zhang, Yishang & Dai, Ying & Yun, Wanying, 2023. "Reliability analysis of bending fatigue life of hydraulic pipeline," Reliability Engineering and System Safety, Elsevier, vol. 231(C).
  27. Aikaterini P. Kyprioti & Alexandros A. Taflanidis & Norberto C. Nadal-Caraballo & Madison O. Campbell, 2021. "Incorporation of sea level rise in storm surge surrogate modeling," 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. 105(1), pages 531-563, January.
  28. Daniel J Klein & Michael Baym & Philip Eckhoff, 2014. "The Separatrix Algorithm for Synthesis and Analysis of Stochastic Simulations with Applications in Disease Modeling," PLOS ONE, Public Library of Science, vol. 9(7), pages 1-10, July.
  29. Dawei Zhan & Huanlai Xing, 2020. "Expected improvement for expensive optimization: a review," Journal of Global Optimization, Springer, vol. 78(3), pages 507-544, November.
  30. Peter Frazier & Warren Powell & Savas Dayanik, 2009. "The Knowledge-Gradient Policy for Correlated Normal Beliefs," INFORMS Journal on Computing, INFORMS, vol. 21(4), pages 599-613, November.
  31. Mohammadi, Hossein & Challenor, Peter & Goodfellow, Marc, 2019. "Emulating dynamic non-linear simulators using Gaussian processes," Computational Statistics & Data Analysis, Elsevier, vol. 139(C), pages 178-196.
  32. Kleijnen, Jack P.C., 2017. "Regression and Kriging metamodels with their experimental designs in simulation: A review," European Journal of Operational Research, Elsevier, vol. 256(1), pages 1-16.
  33. Jalali, Hamed & Van Nieuwenhuyse, Inneke & Picheny, Victor, 2017. "Comparison of Kriging-based algorithms for simulation optimization with heterogeneous noise," European Journal of Operational Research, Elsevier, vol. 261(1), pages 279-301.
  34. Bettonvil, Bert & del Castillo, Enrique & Kleijnen, Jack P.C., 2009. "Statistical testing of optimality conditions in multiresponse simulation-based optimization," European Journal of Operational Research, Elsevier, vol. 199(2), pages 448-458, December.
  35. Xuan Li & Xiaoping Zhou & Jingming Hou & Yuan Liu & Shuhong Xue & Huan Ma & Bowen Su, 2024. "A Hydrodynamic Model and Data-Driven Evolutionary Multi-Objective Optimization Algorithm Based Optimal Operation Method for Multi-barrage Flood Control," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 38(11), pages 4323-4341, September.
  36. Giovanni Dosi & Marcelo C. Pereira & Andrea Roventini & Maria Enrica Virgillito, 2022. "A complexity view on the future of work. Meta-modelling exploration of the multi-sector K+S agent based model," LEM Papers Series 2022/22, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
  37. Xuefei Lu & Alessandro Rudi & Emanuele Borgonovo & Lorenzo Rosasco, 2020. "Faster Kriging: Facing High-Dimensional Simulators," Operations Research, INFORMS, vol. 68(1), pages 233-249, January.
  38. Zhao, Zhao & Lu, Zhao-Hui & Zhang, Xuan-Yi & Zhao, Yan-Gang, 2022. "A nested single-loop Kriging model coupled with subset simulation for time-dependent system reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 228(C).
  39. Cheng Li & Siyang Gao & Jianzhong Du, 2023. "Convergence Analysis of Stochastic Kriging-Assisted Simulation with Random Covariates," INFORMS Journal on Computing, INFORMS, vol. 35(2), pages 386-402, March.
  40. Echard, B. & Gayton, N. & Lemaire, M. & Relun, N., 2013. "A combined Importance Sampling and Kriging reliability method for small failure probabilities with time-demanding numerical models," Reliability Engineering and System Safety, Elsevier, vol. 111(C), pages 232-240.
  41. Joan Davins-Valldaura & Saïd Moussaoui & Guillermo Pita-Gil & Franck Plestan, 2017. "ParEGO extensions for multi-objective optimization of expensive evaluation functions," Journal of Global Optimization, Springer, vol. 67(1), pages 79-96, January.
  42. Xin Yun & L. Jeff Hong & Guangxin Jiang & Shouyang Wang, 2019. "On gamma estimation via matrix kriging," Naval Research Logistics (NRL), John Wiley & Sons, vol. 66(5), pages 393-410, August.
  43. Barry Anderson & Emanuele Borgonovo & Marzio Galeotti & Roberto Roson, 2014. "Uncertainty in Climate Change Modeling: Can Global Sensitivity Analysis Be of Help?," Risk Analysis, John Wiley & Sons, vol. 34(2), pages 271-293, February.
  44. Wang, Zequn & Wang, Pingfeng, 2015. "A double-loop adaptive sampling approach for sensitivity-free dynamic reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 346-356.
  45. Sun, Zhili & Wang, Jian & Li, Rui & Tong, Cao, 2017. "LIF: A new Kriging based learning function and its application to structural reliability analysis," Reliability Engineering and System Safety, Elsevier, vol. 157(C), pages 152-165.
  46. Wei, Pengfei & Lu, Zhenzhou & Song, Jingwen, 2015. "Variable importance analysis: A comprehensive review," Reliability Engineering and System Safety, Elsevier, vol. 142(C), pages 399-432.
  47. Didier Rullière & Alaeddine Faleh & Frédéric Planchet & Wassim Youssef, 2013. "Exploring or reducing noise? A global optimization algorithm in the presence of noise," Post-Print hal-00759677, HAL.
  48. Rommel Regis & Christine Shoemaker, 2013. "A quasi-multistart framework for global optimization of expensive functions using response surface models," Journal of Global Optimization, Springer, vol. 56(4), pages 1719-1753, August.
  49. Baquela, Enrique Gabriel & Olivera, Ana Carolina, 2019. "A novel hybrid multi-objective metamodel-based evolutionary optimization algorithm," Operations Research Perspectives, Elsevier, vol. 6(C).
  50. Song, Zhouzhou & Zhang, Hanyu & Liu, Zhao & Zhu, Ping, 2023. "A two-stage Kriging estimation variance reduction method for efficient time-variant reliability-based design optimization," Reliability Engineering and System Safety, Elsevier, vol. 237(C).
  51. Puppo, L. & Pedroni, N. & Maio, F. Di & Bersano, A. & Bertani, C. & Zio, E., 2021. "A Framework based on Finite Mixture Models and Adaptive Kriging for Characterizing Non-Smooth and Multimodal Failure Regions in a Nuclear Passive Safety System," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
  52. J P C Kleijnen & W C M van Beers, 2013. "Monotonicity-preserving bootstrapped Kriging metamodels for expensive simulations," Journal of the Operational Research Society, Palgrave Macmillan;The OR Society, vol. 64(5), pages 708-717, May.
  53. Kabirian, Alireza & Ólafsson, Sigurdur, 2011. "Continuous optimization via simulation using Golden Region search," European Journal of Operational Research, Elsevier, vol. 208(1), pages 19-27, January.
  54. Liu, Zicheng & Lesselier, Dominique & Sudret, Bruno & Wiart, Joe, 2020. "Surrogate modeling based on resampled polynomial chaos expansions," Reliability Engineering and System Safety, Elsevier, vol. 202(C).
  55. 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.
  56. Yue Huan & Yubin Tian & Dianpeng Wang, 2022. "A Weighted Surrogate Model for Spatio-Temporal Dynamics with Multiple Time Spans: Applications for the Pollutant Concentration of the Bai River," Mathematics, MDPI, vol. 10(19), pages 1-16, October.
  57. Xiaoming Zhang & Tao Yang & Zhenyuan Chang & Liang Xu & Lei Xi & Jianmin Gao & Penggang Zheng & Ran Xu, 2024. "Multi-Objective Optimization of the Microchannel Heat Sink Used for Combustor of the Gas Turbine," Energies, MDPI, vol. 17(4), pages 1-18, February.
  58. Mauro Napoletano & Eric Guerci & Nobuyuki Hanaki, 2018. "Recent advances in financial networks and agent-based model validation," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 13(1), pages 1-7, April.
  59. Menafoglio, Alessandra & Secchi, Piercesare, 2017. "Statistical analysis of complex and spatially dependent data: A review of Object Oriented Spatial Statistics," European Journal of Operational Research, Elsevier, vol. 258(2), pages 401-410.
  60. Wu, Zeping & Wang, Donghui & Okolo N, Patrick & Hu, Fan & Zhang, Weihua, 2016. "Global sensitivity analysis using a Gaussian Radial Basis Function metamodel," Reliability Engineering and System Safety, Elsevier, vol. 154(C), pages 171-179.
  61. 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.
  62. Stephen Ntiri Asomani & Jianping Yuan & Longyan Wang & Desmond Appiah & Kofi Asamoah Adu-Poku, 2020. "The Impact of Surrogate Models on the Multi-Objective Optimization of Pump-As-Turbine (PAT)," Energies, MDPI, vol. 13(9), pages 1-29, May.
  63. Liu, Yushan & Li, Luyi & Zhao, Sihan & Song, Shufang, 2021. "A global surrogate model technique based on principal component analysis and Kriging for uncertainty propagation of dynamic systems," Reliability Engineering and System Safety, Elsevier, vol. 207(C).
  64. Mert Edali & Gönenç Yücel, 2020. "Analysis of an individual‐based influenza epidemic model using random forest metamodels and adaptive sequential sampling," Systems Research and Behavioral Science, Wiley Blackwell, vol. 37(6), pages 936-958, November.
  65. Borgonovo, Emanuele & Plischke, Elmar, 2016. "Sensitivity analysis: A review of recent advances," European Journal of Operational Research, Elsevier, vol. 248(3), pages 869-887.
  66. Zio, E., 2018. "The future of risk assessment," Reliability Engineering and System Safety, Elsevier, vol. 177(C), pages 176-190.
  67. Cremona, Marzia A. & Liu, Binbin & Hu, Yang & Bruni, Stefano & Lewis, Roger, 2016. "Predicting railway wheel wear under uncertainty of wear coefficient, using universal kriging," Reliability Engineering and System Safety, Elsevier, vol. 154(C), pages 49-59.
  68. Cangyu Li & Xinhui Wang & Mingzhou Qin, 2021. "Spatial variability of soil nutrients in seasonal rivers: A case study from the Guo River Basin, China," PLOS ONE, Public Library of Science, vol. 16(3), pages 1-19, March.
  69. Lwandile Nduku & Cilence Munghemezulu & Zinhle Mashaba-Munghemezulu & Wonga Masiza & Phathutshedzo Eugene Ratshiedana & Ahmed Mukalazi Kalumba & Johannes George Chirima, 2024. "Field-Scale Winter Wheat Growth Prediction Applying Machine Learning Methods with Unmanned Aerial Vehicle Imagery and Soil Properties," Land, MDPI, vol. 13(3), pages 1-26, February.
  70. Liang Pei & Chunhui Wang & Liying Sun & Lili Wang, 2022. "Temporal and Spatial Variation (2001–2020) Characteristics of Wind Speed in the Water Erosion Area of the Typical Black Soil Region, Northeast China," IJERPH, MDPI, vol. 19(17), pages 1-17, August.
  71. Bozağaç, Doruk & Batmaz, İnci & Oğuztüzün, Halit, 2016. "Dynamic simulation metamodeling using MARS: A case of radar simulation," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 124(C), pages 69-86.
  72. Zitrou, A. & Bedford, T. & Daneshkhah, A., 2013. "Robustness of maintenance decisions: Uncertainty modelling and value of information," Reliability Engineering and System Safety, Elsevier, vol. 120(C), pages 60-71.
  73. Lecompte, Steven & Gusev, Sergei & Vanslambrouck, Bruno & De Paepe, Michel, 2018. "Experimental results of a small-scale organic Rankine cycle: Steady state identification and application to off-design model validation," Applied Energy, Elsevier, vol. 226(C), pages 82-106.
  74. Bing Wang & Jiaqiao Hu, 2018. "Some Monotonicity Results for Stochastic Kriging Metamodels in Sequential Settings," INFORMS Journal on Computing, INFORMS, vol. 30(2), pages 278-294, May.
  75. Strang, Kenneth David, 2012. "Importance of verifying queue model assumptions before planning with simulation software," European Journal of Operational Research, Elsevier, vol. 218(2), pages 493-504.
  76. Wen, Zhixun & Pei, Haiqing & Liu, Hai & Yue, Zhufeng, 2016. "A Sequential Kriging reliability analysis method with characteristics of adaptive sampling regions and parallelizability," Reliability Engineering and System Safety, Elsevier, vol. 153(C), pages 170-179.
  77. Plischke, Elmar & Borgonovo, Emanuele & Smith, Curtis L., 2013. "Global sensitivity measures from given data," European Journal of Operational Research, Elsevier, vol. 226(3), pages 536-550.
  78. repec:hal:wpaper:hal-00759677 is not listed on IDEAS
  79. Zilong Wang & Marianthi Ierapetritou, 2018. "Surrogate-based feasibility analysis for black-box stochastic simulations with heteroscedastic noise," Journal of Global Optimization, Springer, vol. 71(4), pages 957-985, August.
  80. Satyajith Amaran & Nikolaos V. Sahinidis & Bikram Sharda & Scott J. Bury, 2016. "Simulation optimization: a review of algorithms and applications," Annals of Operations Research, Springer, vol. 240(1), pages 351-380, May.
  81. Hu, Yingshi & Lu, Zhenzhou & Jiang, Xia & Wei, Ning & Zhou, Changcong, 2021. "Time-dependent structural system reliability analysis model and its efficiency solution," Reliability Engineering and System Safety, Elsevier, vol. 216(C).
  82. Guan, Xuefei, 2024. "Sparse moment quadrature for uncertainty modeling and quantification," Reliability Engineering and System Safety, Elsevier, vol. 241(C).
  83. Jesús Martínez-Frutos & David Herrero-Pérez, 2016. "Kriging-based infill sampling criterion for constraint handling in multi-objective optimization," Journal of Global Optimization, Springer, vol. 64(1), pages 97-115, January.
  84. Gaspar, B. & Teixeira, A.P. & Guedes Soares, C., 2017. "Adaptive surrogate model with active refinement combining Kriging and a trust region method," Reliability Engineering and System Safety, Elsevier, vol. 165(C), pages 277-291.
  85. Xiong, Yifang & Sampath, Suresh, 2021. "A fast-convergence algorithm for reliability analysis based on the AK-MCS," Reliability Engineering and System Safety, Elsevier, vol. 213(C).
  86. Kleijnen, Jack P.C. & Beers, Wim van & Nieuwenhuyse, Inneke van, 2010. "Constrained optimization in expensive simulation: Novel approach," European Journal of Operational Research, Elsevier, vol. 202(1), pages 164-174, April.
  87. Fu, Quanlu & Wu, Jiyan & Wu, Xuemian & Sun, Jian & Tian, Ye, 2024. "Managing network congestion with link-based incentives: A surrogate-based optimization approach," Transportation Research Part A: Policy and Practice, Elsevier, vol. 182(C).
  88. I. Tsoukalas & C. Makropoulos, 2015. "A Surrogate Based Optimization Approach for the Development of Uncertainty-Aware Reservoir Operational Rules: the Case of Nestos Hydrosystem," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 29(13), pages 4719-4734, October.
  89. Lamoureux, Benjamin & Mechbal, Nazih & Massé, Jean-Rémi, 2014. "A combined sensitivity analysis and kriging surrogate modeling for early validation of health indicators," Reliability Engineering and System Safety, Elsevier, vol. 130(C), pages 12-26.
  90. Craig A Williams & Kyle C A Wedgwood & Hossein Mohammadi & Katie Prouse & Owen W Tomlinson & Krasimira Tsaneva-Atanasova, 2019. "Cardiopulmonary responses to maximal aerobic exercise in patients with cystic fibrosis," PLOS ONE, Public Library of Science, vol. 14(2), pages 1-21, February.
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