KMS Of Academy of mathematics and systems sciences, CAS
Best Linear Unbiased Prediction for Multifidelity Computer Experiments | |
Mu, Weiyan1; Wei, Qiuyue1; Cui, Dongli1; 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. |
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