Kriging metamodeling in simulation: A review |
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| Authors: | Jack PC Kleijnen |
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| Institution: | Department of Information Management, Tilburg University, Post Box 90153, 5000 LE Tilburg, The Netherlands |
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| Abstract: | This article reviews Kriging (also called spatial correlation modeling). It presents the basic Kriging assumptions and formulas—contrasting Kriging and classic linear regression metamodels. Furthermore, it extends Kriging to random simulation, and discusses bootstrapping to estimate the variance of the Kriging predictor. Besides classic one-shot statistical designs such as Latin Hypercube Sampling, it reviews sequentialized and customized designs for sensitivity analysis and optimization. It ends with topics for future research. |
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| Keywords: | Kriging Metamodel Response surface Interpolation Optimization Design |
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