Fast parallel kriging-based stepwise uncertainty reduction with application to the identification of an excursion set

Technometrics

Volumn 56, Issue 4, 2014, Pages 455-465

  Chevalier, Clément ^a   Ginsbourger, David ^a   Bect, Julien ^b   Vazquez, Emmanuel ^b   Picheny, Victor ^c   Richet, Yann ^d  

^a UNIVERSITY OF BERN   (Switzerland)

^b SUPELEC   (France)

^c CEMAGREF   (France)

^d INSTITUT DE RADIOPROTECTION ET DE SÛRETÉ NUCLÉAIRE IRSN   (France)

Author keywords

Active learning; Batch sequential strategies; Design of computer experiments; Gaussian process models; Inversion; Probability of failure

Indexed keywords

GAUSSIAN DISTRIBUTION; GAUSSIAN NOISE (ELECTRONIC); ITERATIVE METHODS; PROGRAM PROCESSORS; SAFETY TESTING;

ACTIVE LEARNING; BATCH-SEQUENTIAL STRATEGIES; DESIGN OF COMPUTER EXPERIMENTS; GAUSSIAN PROCESS MODELS; INVERSION; PROBABILITY OF FAILURE;

INTERPOLATION;

EID: 84918566907     PISSN: 00401706     EISSN: 15372723     Source Type: Journal    
DOI: 10.1080/00401706.2013.860918     Document Type: Article

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