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Best Linear Unbiased Prediction for Multifidelity Computer Experiments
Mu, Weiyan1; Wei, Qiuyue1; Cui, Dongli1; Xiong, Shifeng2
2018
Source PublicationMATHEMATICAL PROBLEMS IN ENGINEERING
ISSN1024-123X
Pages7
AbstractRecently 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.
DOI10.1155/2018/8525736
Language英语
Funding ProjectChinese Ministry of Science and Technology[2016YFF0203801] ; National Natural Science Foundation of China[11601027] ; National Natural Science Foundation of China[11671386] ; National Natural Science Foundation of China[11471172] ; BUCEA[21082716014] ; BUCEA[00331616031]
WOS Research AreaEngineering ; Mathematics
WOS SubjectEngineering, Multidisciplinary ; Mathematics, Interdisciplinary Applications
WOS IDWOS:000435825200001
PublisherHINDAWI LTD
Citation statistics
Document Type期刊论文
Identifierhttp://ir.amss.ac.cn/handle/2S8OKBNM/30590
Collection系统科学研究所
Affiliation1.Beijing Univ Civil Engn & Architecture, Sch Sci, Beijing 100044, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, NCMIS, Beijing 100190, Peoples R China
Recommended Citation
GB/T 7714
Mu, Weiyan,Wei, Qiuyue,Cui, Dongli,et al. Best Linear Unbiased Prediction for Multifidelity Computer Experiments[J]. MATHEMATICAL PROBLEMS IN ENGINEERING,2018:7.
APA Mu, Weiyan,Wei, Qiuyue,Cui, Dongli,&Xiong, Shifeng.(2018).Best Linear Unbiased Prediction for Multifidelity Computer Experiments.MATHEMATICAL PROBLEMS IN ENGINEERING,7.
MLA Mu, Weiyan,et al."Best Linear Unbiased Prediction for Multifidelity Computer Experiments".MATHEMATICAL PROBLEMS IN ENGINEERING (2018):7.
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