8 citations · 8 across the 4 of their papers we have counts for
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stat.ML2022★ 8 cited
Sliced gradient-enhanced Kriging for high-dimensional function approximation
Kai Cheng, Ralf Zimmermann
Gradient-enhanced Kriging (GE-Kriging) is a well-established surrogate modelling technique for approximating expensive computational models. However, it tends to get impractical fo…
stat.CO2022
Rare event estimation with sequential directional importance sampling (SDIS)
Kai Cheng, Iason Papaioannou, Zhenzhou Lu +2
In this paper, we propose a sequential directional importance sampling (SDIS) method for rare event estimation. SDIS expresses a small failure probability in terms of a sequence of…