Kriging metamodelling in simulation: A review

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697 Citations (Scopus)

Abstract

This article reviews Kriging (also called spatial correlation modeling). It presents the basic Kriging assumptions and formulas—contrasting Kriging and classic linear regression metamodels. Furthermore, it extends Kriging to random simulation, and discusses bootstrapping to estimate the variance of the Kriging predictor. Besides classic one-shot statistical designs such as Latin Hypercube Sampling, it reviews sequentialized and customized designs for sensitivity analysis and optimization. It ends with topics for future research.
Original languageEnglish
Pages (from-to)707-716
JournalEuropean Journal of Operational Research
Volume192
Issue number3
Publication statusPublished - 2009

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