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Rational Kriging

2023-12-08 · V. Roshan Joseph

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.

📄 PDF Abstract BibTeX arXiv:2312.05372

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parameter estimationUncertainty Quantification

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