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Quasi-regression. (English) Zbl 0993.65018
Summary: Quasi-regression is introduced for approximation of functions on the unit cube in \(s\) dimensions. It is computationally efficient, compared to kriging, for problems requiring a large number of function evaluations. This paper describes how to implement quasi-regression and shows how to estimate the approximation error using the same data used to build the approximation. Four example functions are investigated numerically.

MSC:
65C60 Computational problems in statistics (MSC2010)
62J05 Linear regression; mixed models
65D05 Numerical interpolation
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