Kriging Metamodeling in Simulation: A Review

Jack P.C. Kleijnen

No 2007-13, Discussion Paper from Tilburg University, Center for Economic Research

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. It ends with topics for future research.

JEL-codes: C0 C1 C9 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-cmp and nep-ecm
Date: 2007
View list of references View citations in EconPapers

Downloads: (external link)
http://arno.uvt.nl/show.cgi?fid=57351 (application/pdf)

Related works:
Journal Article: Kriging metamodeling in simulation: A review (2009)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:dgr:kubcen:200713

Access Statistics for this paper

More papers in Discussion Paper from Tilburg University, Center for Economic Research
Series data maintained by Corry Stuyts ().