Kriging metamodeling in simulation: A review

Jack P.C. Kleijnen

European Journal of Operational Research, 2009, vol. 192, issue 3, pages 707-716

Abstract: This article reviews Kriging (also called spatial correlation modeling). It presents the basic Kriging assumptions and formulas--contrasting Kriging and classic linear regression metamodels. Furthermore, it extends Kriging to random simulation, and discusses bootstrapping to estimate the variance of the Kriging predictor. Besides classic one-shot statistical designs such as Latin Hypercube Sampling, it reviews sequentialized and customized designs for sensitivity analysis and optimization. It ends with topics for future research.

Keywords: Kriging; Metamodel; Response; surface; Interpolation; Optimization; Design (search for similar items in EconPapers)
Date: 2009
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Related works:
Working Paper: Kriging Metamodeling in Simulation: A Review (2007)
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Persistent link: http://EconPapers.repec.org/RePEc:eee:ejores:v:192:y:2009:i:3:p:707-716

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