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On Using Kriging Models as Probabilistic Models in Design
Technical Paper
2004-01-0430
ISSN: 0148-7191, e-ISSN: 2688-3627
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English
Abstract
Kriging models are frequently used as metamodels during system design optimization. In many applications, a kriging model is used as a deterministic model of a computationally expensive analysis or simulation. In this paper, a kriging model is employed as a probabilistic model on a one-dimensional and two two-dimensional test problems. A probabilistic model is a model in which the parameters are random variables resulting in a probability distribution of the output rather than a deterministic value. A probabilistic model can be used in design to quantify the knowledge designers have about a subsystem and the lack of knowledge or uncertainty in the model. Using a kriging model as a probabilistic model requires that the correlation of observations is only a function of the distance between the observations and that the observations have a Gaussian probability distribution. This paper will provide some methods to satisfy these requirements when using kriging models as probabilistic models.
Authors
Citation
Martin, J. and Simpson, T., "On Using Kriging Models as Probabilistic Models in Design," SAE Technical Paper 2004-01-0430, 2004, https://doi.org/10.4271/2004-01-0430.Also In
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