The effects of common random numbers on stochastic kriging metamodels

ACM Transactions on Modeling and Computer Simulation

Volumn 22, Issue 2, 2012, Pages

  Chen, Xi ^a   Ankenman, Bruce E ^a   Nelson, Barry L ^a  

^a NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Experimentation

Indexed keywords

COMMON RANDOM NUMBERS; EMPIRICAL STUDIES; EXPERIMENTATION; GRADIENT ESTIMATION; IN-DEPTH ANALYSIS; KRIGING; KRIGING METAMODELS; KRIGING MODEL; META MODEL; METAMODELING; RESPONSE SURFACE; SLOPE PARAMETER; STOCHASTIC SIMULATIONS;

ESTIMATION; FORECASTING; INTERPOLATION; PARAMETER ESTIMATION; RANDOM NUMBER GENERATION; STOCHASTIC SYSTEMS; SURFACE PROPERTIES;

STOCHASTIC MODELS;

EID: 84859471547     PISSN: 10493301     EISSN: 15581195     Source Type: Journal    
DOI: 10.1145/2133390.2133391     Document Type: Article

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