Gradient extrapolated stochastic kriging

ACM Transactions on Modeling and Computer Simulation

Volumn 24, Issue 4, 2014, Pages

  Qu, Huashuai ^a   Fu, Michael C ^a,b  

^a Bldg 142   (United States)

^b UNIVERSITY OF MARYLAND   (United States)

Author keywords

Response surface; Simulation; Stochastic gradients; Stochastic kriging

Indexed keywords

EXTRAPOLATION; INTERPOLATION; MEAN SQUARE ERROR; PERTURBATION TECHNIQUES;

GRADIENT INFORMATIONS; KRIGING; LIKELIHOOD RATIO METHOD; NUMERICAL EXPERIMENTS; PERTURBATION ANALYSIS; RESPONSE SURFACE; SIMULATION; STOCHASTIC GRADIENT;

STOCHASTIC SYSTEMS;

EID: 84911483291     PISSN: 10493301     EISSN: 15581195     Source Type: Journal    
DOI: 10.1145/2658995     Document Type: Conference Paper

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