Kriging metamodeling in simulation: a review. (English) Zbl 1157.90544

Summary: 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.


90C31 Sensitivity, stability, parametric optimization
62L05 Sequential statistical design


BACCO; EGO; bootstrap; DACE
Full Text: DOI Link


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