Sequential algorithms based on Kriging for computer experiments, meant to explore the subset of input parameters corresponding to a prescribed level of the output.
Package: | KrigInv |
Type: | Package |
Version: | 1.3 |
Date: | 2012-08-01 |
License: | GPL version 3 |
LazyLoad: | yes |
Chevalier C., Picheny V., Ginsbourger D. (2012), The KrigInv package: An efficient and user-friendly R implementation of Kriging-based inversion algorithms , http://hal.archives-ouvertes.fr/hal-00713537/
Bect J., Ginsbourger D., Li L., Picheny V., Vazquez E. (2010), Sequential design of computer experiments for the estimation of a probability of failure, Statistics and Computing, pp.1-21, 2011, http://arxiv.org/abs/1009.5177
Chevalier C., Bect J., Ginsbourger D., Vazquez E., Picheny V., Richet Y. (2011), Fast parallel kriging-based stepwise uncertainty reduction with application to the identification of an excursion set ,http://hal.archives-ouvertes.fr/hal-00641108/
Chevalier C., Ginsbourger D. (2012), Corrected Kriging update formulae for batch-sequential data assimilation ,http://arxiv.org/pdf/1203.6452.pdf
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