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Cited by 388

The DOI matches its Crossref record; 25 of the 25 references it cites were found in a registry or an index.

RECURSIVE CO-KRIGING MODEL FOR DESIGN OF COMPUTER EXPERIMENTS WITH MULTIPLE LEVELS OF FIDELITY

Open access
Le Gratiet, Loic, Garnier, Josselin·2014·International Journal for Uncertainty Quantification

Abstract

We consider in this paper the problem of building a fast-running approximation-also called surrogate model-of a complex computer code.The co-kriging based surrogate model is a promising tool to build such an approximation when the complex computer code can be run at different levels of accuracy.We present here an original approach to perform a multi-fidelity co-kriging model which is based on a recursive formulation.We prove that the predictive mean and the variance of the presented approach are identical to the ones of the original co-kriging model.However, our new approach allows to obtain original results.First, closed-form formulas for the universal co-kriging predictive mean and variance are given.Second, a fast cross-validation procedure for the multi-fidelity co-kriging model is introduced.Finally, the proposed approach has a reduced computational complexity compared to the previous one.The multi-fidelity model is successfully applied to emulate a hydrodynamic simulator.

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Metadata

Authors
Le Gratiet, L., & Garnier, J.
Venue
International Journal for Uncertainty Quantification
Publisher
Begell House
Published
2014
Volume
4
Issue
5
Pages
365-386
ISSN
2152-5080 (ISSN-L)
OpenAlex
W1972777769
Cited by
388
References
25
FWCI
10.23
Type
journal article
Language
en
Open access
bronze

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CoChat. (2026). Citation check: RECURSIVE CO-KRIGING MODEL FOR DESIGN OF COMPUTER EXPERIMENTS WITH MULTIPLE LEVELS OF FIDELITY. https://app.cochat.ai/papers/10.1615/int.j.uncertaintyquantification.2014006914
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Le Gratiet, L., & Garnier, J. (2014). RECURSIVE CO-KRIGING MODEL FOR DESIGN OF COMPUTER EXPERIMENTS WITH MULTIPLE LEVELS OF FIDELITY. International Journal for Uncertainty Quantification. https://doi.org/10.1615/int.j.uncertaintyquantification.2014006914

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Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.