• LOGIN
Repository logo

BORIS Portal

Bern Open Repository and Information System

  • Publication
  • Projects
  • Funding
  • Research Data
  • Organizations
  • Researchers
  • LOGIN
Repository logo
Unibern.ch
  1. Home
  2. Publications
  3. KrigInv: An efficient and user-friendly implementation of batch-sequential inversion strategies based on kriging
 

KrigInv: An efficient and user-friendly implementation of batch-sequential inversion strategies based on kriging

Options
  • Details
BORIS DOI
10.7892/boris.41529
Date of Publication
March 1, 2014
Publication Type
Article
Division/Institute

Institut für Mathemat...

Author
Chevalier, Clément
Institut für Mathematische Statistik und Versicherungslehre (IMSV)
Picheny, Victor
Ginsbourger, Davidorcid-logo
Institut für Mathematische Statistik und Versicherungslehre (IMSV)
Subject(s)

500 - Science::510 - ...

Series
Computational statistics & data analysis
ISSN or ISBN (if monograph)
0167-9473
Publisher
Elsevier
Language
English
Publisher DOI
10.1016/j.csda.2013.03.008
Description
Several strategies relying on kriging have recently been proposed for adaptively estimating contour lines and excursion sets of functions under severely limited evaluation budget. The recently released R package KrigInv 3 is presented and offers a sound implementation of various sampling criteria for those kinds of inverse problems. KrigInv is based on the DiceKriging package, and thus benefits from a number of options concerning the underlying kriging models. Six implemented sampling criteria are detailed in a tutorial and illustrated with graphical examples. Different functionalities of KrigInv are gradually explained. Additionally, two recently proposed criteria for batch-sequential inversion are presented, enabling advanced users to distribute function evaluations in parallel on clusters or clouds of machines. Finally, auxiliary problems are discussed. These include the fine tuning of numerical integration and optimization procedures used within the computation and the optimization of the considered criteria.
Handle
https://boris-portal.unibe.ch/handle/20.500.12422/113368
Show full item
File(s)
FileFile TypeFormatSizeLicensePublisher/Copright statementContent
1-s2.0-S0167947313001060-main.pdftextAdobe PDF1.27 MBpublisherpublished restricted
KrigInv An efficient and user-friendly implementation of batch-sequential inversion strategies based on Kriging.pdftextAdobe PDF515.16 KBpublisheracceptedOpen
BORIS Portal
Bern Open Repository and Information System
Build: 360c85 [14.04. 8:05]
Explore
  • Projects
  • Funding
  • Publications
  • Research Data
  • Organizations
  • Researchers
More
  • About BORIS Portal
  • Send Feedback
  • Cookie settings
  • Service Policy
Follow us on
  • Mastodon
  • YouTube
  • LinkedIn
UniBe logo