hal-00654710, version 1
Building kriging models using hierarchical codes with different levels of accuracy.
11th annual meeting of the European Network for Business and Industrial Statistics (2011)
Abstract: This paper deals with the Gaussian process based approximation of a code which can be run at different levels of accuracy using co-kriging. This method allows us to improve a surrogate model of a complex computer code using fast approximations of it. In particular, we focus on the case of large number of code levels. A thermodynamic example is used to illustrate a 3-level co-kriging.
- 1: Laboratoire de Probabilités et Modèles Aléatoires (LPMA)
- CNRS : UMR7599 – Université Paris VI - Pierre et Marie Curie – Université Paris VII - Paris Diderot
- 2: GdR MASCOT-NUM ((Méthodes d'Analyse Stochastique des Codes et Traitements Numériques))
- CNRS : GDR3179
- Domain : Mathematics/Statistics
Statistics/Statistics Theory - Keywords : co-kriging – multi-level code – computer experiment – surrogate models – Gaussian process regression
- hal-00654710, version 1
- http://hal.archives-ouvertes.fr/hal-00654710
- oai:hal.archives-ouvertes.fr:hal-00654710
- From: Loic Le Gratiet
- Submitted on: Thursday, 22 December 2011 17:26:50
- Updated on: Thursday, 9 February 2012 09:36:17
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