This article proposes a new kriging that has a rational form. It is shown that the generalized least squares estimate of the mean from rational kriging is much more well behaved than that from ordinary kriging. Parameter estimation and uncertainty quantification for rational kriging are proposed using a Gaussian process framework. Its potential applications in emulation and calibration of computer models are also discussed.
翻译:本文提出一种具有有理函数形式的新型克里金方法。研究表明,与普通克里金相比,有理克里金得到的广义最小二乘均值估计具有更优的数值稳定性。本文基于高斯过程框架,提出了有理克里金的参数估计与不确定性量化方法,并探讨了其在计算机模型仿真与校准中的潜在应用。