Bayesian kriging analysis and design for stochastic simulations

ACM Transactions on Modeling and Computer Simulation

Volumn 22, Issue 3, 2012, Pages

  Ng, Szu Hui ^a   Yin, Jun ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Bayesian statistics; Design of experiments; Kriging; Parameter uncertainty; Stochastic simulation

Indexed keywords

ALLOCATION OF COMPUTING RESOURCES; BAYESIAN APPROACHES; BAYESIAN STATISTICS; DESIGN APPROACHES; ESTIMATION UNCERTAINTIES; GLOBAL FITTING; KRIGING; KRIGING ANALYSIS; KRIGING MODEL; KRIGING PREDICTION; MARKOV CHAIN MONTE CARLO; META MODEL; METAMODELING; NEW DESIGN; NUGGET-EFFECT; NUMERICAL RESULTS; PARAMETER UNCERTAINTY; PLUG-IN ESTIMATORS; PREDICTION ERRORS; PREDICTIVE DISTRIBUTIONS; REPLICATION NUMBER; SIMULATION DATA; STOCHASTIC SIMULATIONS;

BAYESIAN NETWORKS; DESIGN; DESIGN OF EXPERIMENTS; IMAGE RECORDING; INTERPOLATION; PARAMETER ESTIMATION;

STOCHASTIC MODELS;

EID: 84866033686     PISSN: 10493301     EISSN: 15581195     Source Type: Journal    
DOI: 10.1145/2331140.2331145     Document Type: Article

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