Ginsbourger, David; Durrande, Nicolas; Roustant, Oliver (2013). Kernels and Designs for Modelling Invariant Functions: From Group Invariance to Additivity. In: Ucinski, Dariusz; Atkinson, Anthony C; Patan, Maciej (eds.) mODa 10 - Advances in Model-Oriented Design and Analysis. Contributions to Statistics (pp. 107-115). Berlin: Springer 10.1007/978-3-319-00218-7_13
Full text not available from this repository. (Request a copy)We focus on kernels incorporating different kinds of prior knowledge on functions to be approximated by Kriging. A recent result on random fields with paths invariant under a group action is generalised to combinations of composition operators, and a characterisation of kernels leading to random fields with additive paths is obtained as a corollary. A discussion follows on some implications on design of experiments, and it is shown in the case of additive kernels that the so-called class of “axis designs” outperforms Latin hypercubes in terms of the IMSE criterion.
Item Type: |
Book Section (Book Chapter) |
|---|---|
Division/Institute: |
08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science |
UniBE Contributor: |
Ginsbourger, David |
Subjects: |
500 Science > 510 Mathematics |
ISSN: |
1431-1968 |
ISBN: |
978-3-319-00218-7 |
Series: |
Contributions to Statistics |
Publisher: |
Springer |
Language: |
English |
Submitter: |
Lutz Dümbgen |
Date Deposited: |
01 Apr 2014 02:44 |
Last Modified: |
05 Dec 2022 14:28 |
Publisher DOI: |
10.1007/978-3-319-00218-7_13 |
URI: |
https://boris.unibe.ch/id/eprint/41514 |
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