Enhancing stochastic kriging metamodels with gradient estimators

Keyphrases

• Kriging Metamodel 100%
• Gradient Estimator 100%
• Stochastic Kriging 100%
• Stochastic Simulation 40%
• Response Surface 40%
• Reliability Prediction 20%
• Use Simulation 20%
• Simplified Model 20%
• Likelihood Ratio 20%
• Simulation Experiment 20%
• Estimation Method 20%
• Metamodeling Technique 20%
• Result Prediction 20%
• Simplifying Assumption 20%
• Ratio Measures 20%
• Score Function 20%
• Infinitesimal Perturbation Analysis 20%
• Simulated Noise 20%
• Stochastic Gradient Estimation 20%
• Simulation Uncertainty 20%
• Surface Prediction 20%

Mathematics

• Kriging 100%
• Stochastics 100%
• Response Surface 25%
• score function ψ 12%
• Concludes 12%
• Likelihood Ratio 12%