Web: http://arxiv.org/abs/2010.06802

Sept. 16, 2022, 1:13 a.m. | Liang Ding, Xiaowei Zhang

stat.ML updates on arXiv.org arxiv.org

Stochastic kriging has been widely employed for simulation metamodeling to
predict the response surface of complex simulation models. However, its use is
limited to cases where the design space is low-dimensional because, in general,
the sample complexity (i.e., the number of design points required for
stochastic kriging to produce an accurate prediction) grows exponentially in
the dimensionality of the design space. The large sample size results in both a
prohibitive sample cost for running the simulation model and a severe …

arxiv stochastic

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