kriging is a basic implementation of kriging, a method of interpolation using Gaussian process regression. kriging supports ordinary kriging and universal kriging (using a polynomial drift term), and ...

% Note: in this example, for pedagogical purposes, conditioned samplepaths are % simulated in two steps: first, unconditioned samplepaths are simulated; % second, conditioned samplepaths are obtained ...

Abstract: We extend the basic theory of kriging, as applied to the design and analysis of deterministic computer experiments, to the stochastic simulation setting. Our goal is to provide flexible, ...

Abstract: Many simulation experiments require much computer time, so they necessitate interpolation for sensitivity analysis and optimization. The interpolating functions are 'metamodels' (or ...