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math.ST2017★ 6 cited
Properties and comparison of some Kriging sub-model aggregation methods
François Bachoc, Nicolas Durrande, Didier Rullière +1
Kriging is a widely employed technique, in particular for computer experiments, in machine learning or in geostatistics. An important challenge for Kriging is the computational bur…
math.ST2015★ 29 cited
Quantifying uncertainties on excursion sets under a Gaussian random field prior
Dario Azzimonti, Julien Bect, Clément Chevalier +1
We focus on the problem of estimating and quantifying uncertainties on the excursion set of a function under a limited evaluation budget. We adopt a Bayesian approach where the obj…