Gaussian processes and kernel methods: A review on connections and equivalences

M Kanagawa, P Hennig, D Sejdinovic… - arXiv preprint arXiv …, 2018 - arxiv.org
This paper is an attempt to bridge the conceptual gaps between researchers working on the
two widely used approaches based on positive definite kernels: Bayesian learning or …

Design of computer experiments: A review

SS Garud, IA Karimi, M Kraft - Computers & Chemical Engineering, 2017 - Elsevier
In this article, we present a detailed overview of the literature on the design of computer
experiments. We classify the existing literature broadly into two categories, viz. static and …

[图书][B] Introduction to uncertainty quantification

TJ Sullivan - 2015 - books.google.com
This text provides a framework in which the main objectives of the field of uncertainty
quantification (UQ) are defined and an overview of the range of mathematical methods by …

A strength Pareto evolutionary algorithm based on reference direction for multiobjective and many-objective optimization

S Jiang, S Yang - IEEE Transactions on Evolutionary …, 2017 - ieeexplore.ieee.org
While Pareto-based multiobjective optimization algorithms continue to show effectiveness
for a wide range of practical problems that involve mostly two or three objectives, their …

High-dimensional integration: the quasi-Monte Carlo way

J Dick, FY Kuo, IH Sloan - Acta Numerica, 2013 - cambridge.org
This paper is a contemporary review of QMC ('quasi-Monte Carlo') methods, that is, equal-
weight rules for the approximate evaluation of high-dimensional integrals over the unit cube …

[图书][B] Basics and trends in sensitivity analysis: Theory and practice in R

In many fields, such as environmental risk assessment, agronomic system behavior,
aerospace engineering, and nuclear safety, mathematical models turned into computer code …

[图书][B] Statistische versuchsplanung

K Siebertz, T Hochkirchen, D van Bebber - 2010 - Springer
Nur wenige Methoden haben eine so langfristige Bedeutung für das Arbeitsleben eines
Ingenieurs wie die statistische Versuchsplanung. CAD-Programme ändern sich schnell, so …

[图书][B] The design and analysis of computer experiments

TJ Santner, BJ Williams, WI Notz, BJ Williams - 2003 - Springer
Experiments have long been used to study the relationship between a set of inputs to a
physical system and the resulting output. Termed physical experiments in this text, there is a …

Maximum projection designs for computer experiments

VR Joseph, E Gul, S Ba - Biometrika, 2015 - academic.oup.com
Abstract Space-filling properties are important in designing computer experiments. The
traditional maximin and minimax distance designs consider only space-filling in the full …

Monte carlo and quasi-monte carlo methods

RE Caflisch - Acta numerica, 1998 - cambridge.org
Monte Carlo is one of the most versatile and widely used numerical methods. Its
convergence rate, O (N− 1/2), is independent of dimension, which shows Monte Carlo to be …