Best Linear Unbiased Prediction for Multifidelity Computer Experiments

doi:10.1155/2018/8525736

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	Best Linear Unbiased Prediction for Multifidelity Computer Experiments
	Mu, Weiyan 1; Wei, Qiuyue 1; Cui, Dongli 1; Xiong, Shifeng2
	2018
发表期刊	MATHEMATICAL PROBLEMS IN ENGINEERING
ISSN	1024-123X
页码	7
摘要	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.
DOI	10.1155/2018/8525736
语种	英语
资助项目	Chinese 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研究方向	Engineering ; Mathematics
WOS类目	Engineering, Multidisciplinary ; Mathematics, Interdisciplinary Applications
WOS记录号	WOS:000435825200001
出版者	HINDAWI LTD
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/30590
专题	系统科学研究所
通讯作者	Mu, Weiyan
作者单位	1.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
推荐引用方式 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.