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
Contributor : Loic Le Gratiet
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Submitted on : Thursday, December 22, 2011 - 5:26:50 PM
Last modification on : Thursday, April 4, 2019 - 1:28:47 AM
Document(s) archivé(s) le : Friday, March 23, 2012 - 2:35:06 AM
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⟩
