Abstract : This paper deals with the Gaussian process based approximation of a code which can be run at different levels of accuracy using co-kriging. This method allows us to improve a surrogate model of a complex computer code using fast approximations of it. In particular, we focus on the case of large number of code levels. A thermodynamic example is used to illustrate a 3-level co-kriging.
https://hal.archives-ouvertes.fr/hal-00654710
Contributeur : Loic Le Gratiet <>
Soumis le : jeudi 22 décembre 2011 - 17:26:50
Dernière modification le : lundi 29 mai 2017 - 14:23:57
Document(s) archivé(s) le : vendredi 23 mars 2012 - 02:35:06
Loic Le Gratiet. Building kriging models using hierarchical codes with different levels of accuracy.. 11th annual meeting of the European Network for Business and Industrial Statistics, Sep 2011, Coimbra, Portugal. <hal-00654710>
