Relative error stochastic kriging

Mustafa H. Tongarlak*, Bruce E Ankenman, Barry L Nelson

*Corresponding author for this work

Research output: Chapter in Book/Report/Conference proceedingConference contribution

1 Scopus citations

Abstract

We use stochastic kriging to build predictors with bounded relative error over the design space. We propose design strategies that guide sequential algorithms with and without adaptation to the data to make allocation and stopping decisions such that a prespecified relative precision is realized with some confidence. We also present an empirical evaluation of the proposed design strategies.

Original languageEnglish (US)
Title of host publicationProceedings of the 2011 Winter Simulation Conference, WSC 2011
Pages3623-3635
Number of pages13
DOIs
StatePublished - Dec 1 2011
Event2011 Winter Simulation Conference, WSC 2011 - Phoenix, AZ, United States
Duration: Dec 11 2011Dec 14 2011

Other

Other2011 Winter Simulation Conference, WSC 2011
CountryUnited States
CityPhoenix, AZ
Period12/11/1112/14/11

ASJC Scopus subject areas

  • Software
  • Modeling and Simulation
  • Computer Science Applications

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