https://scholars.lib.ntu.edu.tw/handle/123456789/625026
標題: | Contour estimation via two fidelity computer simulators under limited resources | 作者: | Chen R.-B YING-CHAO HUNG Wang, Weichung Yen, Sung-Wei |
關鍵字: | Co-kriging; Contour estimation; Expected improvement criterion; Sequential design; Two fidelity simulators | 公開日期: | 2013 | 卷: | 28 | 期: | 4 | 起(迄)頁: | 1813-1834 | 來源出版物: | Computational Statistics | 摘要: | The utilization of multiple fidelity simulators for the design and analysis of computer experiments has received increased attention in recent years. In this paper, we study the contour estimation problem for complex systems by considering two fidelity simulators. Our goal is to design a methodology of choosing the best suited simulator and input location for each simulation trial so that the overall estimation of the desired contour can be as good as possible under limited simulation resources. The proposed methodology is sequential and based on the construction of Gaussian process surrogate for the output measure of interest. We illustrate the methodology on a canonical queueing system and evaluate its efficiency via a simulation study. © 2012 Springer-Verlag Berlin Heidelberg. |
URI: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84881084657&doi=10.1007%2fs00180-012-0380-7&partnerID=40&md5=f839279c8e8074f4fc4df7188af8f8c7 https://scholars.lib.ntu.edu.tw/handle/123456789/625026 |
ISSN: | 09434062 | DOI: | 10.1007/s00180-012-0380-7 |
顯示於: | 工業工程學研究所 |
在 IR 系統中的文件,除了特別指名其著作權條款之外,均受到著作權保護,並且保留所有的權利。