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This chapter discusses an alternative approach to performance-driven surrogate modeling, referred to as nested kriging. The technique involves construction of two levels of surrogates. The first-level model maps the objective space into the geometry parameter space of the system in order to establish the surrogate model domain. The domain is defined as
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Robust Kriging models in computer experiments
Journal of the Operational Research Society, 2016In the Gaussian Kriging model, errors are assumed to follow a Gaussian process. This is reasonable in many cases, but such an assumption is not appropriate for the situations when outliers are present. Large prediction errors may occur in those cases and more robust estimation is critical.
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