Best Linear Unbiased Prediction for Multifidelity Computer Experiments
Mu, Weiyan1; Wei, Qiuyue1; Cui, Dongli1; Xiong, Shifeng2
刊名MATHEMATICAL PROBLEMS IN ENGINEERING
2018
页码7
ISSN号1024-123X
DOI10.1155/2018/8525736
英文摘要Recently it becomes a growing trend to study complex systems which contain multiple computer codes with different levels of accuracy, and a number of hierarchical Gaussian process models are proposed to handle such multiple-fidelity codes. This paper derives the best linear unbiased prediction for three popular classes of multiple-level Gaussian process models. The predictors all have explicit expressions at each untried point. Empirical best linear unbiased predictors are also provided by plug-in methods with generalized maximum likelihood estimators of unknown parameters.
资助项目Chinese Ministry of Science and Technology[2016YFF0203801] ; National Natural Science Foundation of China[11601027] ; National Natural Science Foundation of China[11671386] ; National Natural Science Foundation of China[11471172] ; BUCEA[21082716014] ; BUCEA[00331616031]
WOS研究方向Engineering ; Mathematics
语种英语
出版者HINDAWI LTD
WOS记录号WOS:000435825200001
内容类型期刊论文
源URL[http://ir.amss.ac.cn/handle/2S8OKBNM/30589]  
专题系统科学研究所
通讯作者Mu, Weiyan
作者单位1.Beijing Univ Civil Engn & Architecture, Sch Sci, Beijing 100044, Peoples R China
2.Chinese Acad Sci, Acad Math & Syst Sci, NCMIS, Beijing 100190, Peoples R China
推荐引用方式
GB/T 7714
Mu, Weiyan,Wei, Qiuyue,Cui, Dongli,et al. Best Linear Unbiased Prediction for Multifidelity Computer Experiments[J]. MATHEMATICAL PROBLEMS IN ENGINEERING,2018:7.
APA Mu, Weiyan,Wei, Qiuyue,Cui, Dongli,&Xiong, Shifeng.(2018).Best Linear Unbiased Prediction for Multifidelity Computer Experiments.MATHEMATICAL PROBLEMS IN ENGINEERING,7.
MLA Mu, Weiyan,et al."Best Linear Unbiased Prediction for Multifidelity Computer Experiments".MATHEMATICAL PROBLEMS IN ENGINEERING (2018):7.
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