Screening, predicting, and computer experiments
Technometrics
Design and Modeling for Computer Experiments (Computer Science & Data Analysis)
Design and Modeling for Computer Experiments (Computer Science & Data Analysis)
The mathematics of continuous-variable simulation optimization
Proceedings of the 40th Conference on Winter Simulation
Control variate technique: a constructive approach
Proceedings of the 40th Conference on Winter Simulation
Design and Analysis of Simulation Experiments
Design and Analysis of Simulation Experiments
Stochastic Kriging for Simulation Metamodeling
Operations Research
Cognitive policy learner: biasing winning or losing strategies
The 10th International Conference on Autonomous Agents and Multiagent Systems - Volume 2
Proceedings of the Second Symposium on Information and Communication Technology
Surrogate modeling of microwave structures using kriging, co-kriging, and space mapping
International Journal of Numerical Modelling: Electronic Networks, Devices and Fields
On direct gradient enhanced simulation metamodels
Proceedings of the Winter Simulation Conference
Game theoretic simulation metamodeling using stochastic kriging
Proceedings of the Winter Simulation Conference
Stochastic kriging with biased sample estimates
ACM Transactions on Modeling and Computer Simulation (TOMACS)
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Stochastic kriging is a methodology recently developed for metamodeling stochastic simulation. Stochastic kriging can partake of the behavior of kriging and of generalized least squares regression. This advanced tutorial explains regression, kriging, and stochastic kriging as metamodeling methodologies, emphasizing the consequences of misspecified models for global metamodeling. It provides an exposition of how to choose parameters in stochastic kriging and how to build a metamodel with it given simulation output, and discusses future research directions to enhance stochastic kriging.