Markovian Covariance Function

A Scalable Approach to Enhancing Stochastic Kriging with Gradients

It is known that incorporating gradient information can significantly enhance the prediction accuracy of stochastic kriging. However, such an enhancement cannot be scaled trivially …

Haojun Huo

Scalable Stochastic Kriging with Markovian Covariances

Stochastic kriging is a popular technique for simulation metamodeling due to its flexibility and analytical tractability. Its computational bottleneck is the inversion of a …

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Liang Ding