Best Linear Unbiased Prediction for Multifidelity Computer Experiments

Weiyan Mu, Qiuyue Wei, Dongli Cui and Shifeng Xiong

Mathematical Problems in Engineering, 2018, vol. 2018, 1-7

Abstract:

Recently it becomes a growing trend to study complex systems which contain multiple computer codes with different levels of accuracy, and a number of hierarchical Gaussian process models are proposed to handle such multiple-fidelity codes. This paper derives the best linear unbiased prediction for three popular classes of multiple-level Gaussian process models. The predictors all have explicit expressions at each untried point. Empirical best linear unbiased predictors are also provided by plug-in methods with generalized maximum likelihood estimators of unknown parameters.

Date: 2018
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:8525736

DOI: 10.1155/2018/8525736

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