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Bayesian integrative analysis for multi-fidelity computer experiments 期刊论文
JOURNAL OF APPLIED STATISTICS, 2019, 卷号: 46, 期号: 11, 页码: 1973-1987
Authors:  Wei, Yunfei;  Xiong, Shifeng
Favorite  |  View/Download:27/0  |  Submit date:2020/01/10
Correlated priors  Gaussian process  Kriging  penalization  uncertainty quantification  
On gamma estimation via matrix kriging 期刊论文
NAVAL RESEARCH LOGISTICS, 2019, 卷号: 66, 期号: 5, 页码: 393-410
Authors:  Yun, Xin;  Hong, L. Jeff;  Jiang, Guangxin;  Wang, Shouyang
Favorite  |  View/Download:14/0  |  Submit date:2020/01/10
financial risk management  gradient estimation  Greeks  stochastic kriging  
Personalized optimization and its implementation in computer experiments 期刊论文
IISE TRANSACTIONS, 2019, 页码: 9
Authors:  Xiong, Shifeng
Favorite  |  View/Download:20/0  |  Submit date:2020/01/10
Environmental variable  expected improvement  Kriging  personalized decision  robust optimization  sequential design