An Incremental Kriging Method for Sequential Optimal Experimental Design
Yaohui Li1,2, Yizhong Wu1,3, Zhengdong Huang1
CMES-Computer Modeling in Engineering & Sciences, Vol.97, No.4, pp. 323-357, 2014, DOI:10.3970/cmes.2014.097.323
Abstract Kriging model, which provides an exact interpolation and minimizes the error estimates, is a highly-precise global approximation model in contrast with other traditional response surfaces. Therefore, sequential exploratory experimental design (SEED) with Kriging model is crucial for globally approximating a complex black-box function. However, the more sampling points are, the longer time it would take to update the Kriging model during sequential exploratory design. This paper, therefore, proposes a new construction method called incremental Kriging method (IKM) to improve the constructing efficiency with just a little and controllable loss of accuracy for Kriging model. The IKM, based on the matrix… More >
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