2017
DOI: 10.1007/s00366-017-0507-0
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A Kriging and Stochastic Collocation ensemble for uncertainty quantification in engineering applications

Abstract: We propose a new surrogate modeling approach by combining two non-intrusive techniques: Kriging and Stochastic Collocation. The proposed method relies on building a sufficiently accurate Stochastic Collocation model which acts as a basis to construct a Kriging model on the residuals, in order to combine the accuracy and efficiency of Stochastic Collocation methods in describing stochastic quantities with the flexibility and modeling power of Kriging-based approaches. We investigate and compare performance of t… Show more

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Cited by 15 publications
(6 citation statements)
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“…Advanced optimization methods such as Kriging and Stochastic Collocation , developed for mechanical or radio‐frequency (RF) design are now being introduced into photonic device design . These techniques provide a rigorous framework to treat performance variability, but also help to reduce the number of expensive simulations needed for an optimization.…”
Section: Challenges For An Integrated Photonic Design Flowmentioning
confidence: 99%
“…Advanced optimization methods such as Kriging and Stochastic Collocation , developed for mechanical or radio‐frequency (RF) design are now being introduced into photonic device design . These techniques provide a rigorous framework to treat performance variability, but also help to reduce the number of expensive simulations needed for an optimization.…”
Section: Challenges For An Integrated Photonic Design Flowmentioning
confidence: 99%
“…There are many regression models that can be used to cheaply approximate the simulator, such as Bayesian neural networks, support vector regression, and random forest regression. Nevertheless, under the category of data-efficient machine learning, Gaussian Process (GP), also known as Kriging [34,35], is arguably the most prevalent probabilistic technique. GPs have been widely used as a regression method in many different areas including electronics engineering [36], computational fluid dynamics [37] and chemistry [38].…”
Section: Gaussian Process Regressionmentioning
confidence: 99%
“…In this regard, an effective alternative is the class of nonparametric machine learning methods, for which the model complexity is not related to the problem dimensionality, but rather to the number of available training data 19 , 23 25 . One example is Gaussian process regression (GPR) 26 , also known as Kriging 27 . An advantage of nonparametric models is that they are purely data-driven, and therefore they can adapt better to the analysis of complex devices compared to other methods, like polynomial chaos, that assume a predefined model form.…”
Section: Introductionmentioning
confidence: 99%