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International Journal for Uncertainty Quantification

年間 6 号発行

ISSN 印刷: 2152-5080

ISSN オンライン: 2152-5099

The Impact Factor measures the average number of citations received in a particular year by papers published in the journal during the two preceding years. 2017 Journal Citation Reports (Clarivate Analytics, 2018) IF: 1.7 To calculate the five year Impact Factor, citations are counted in 2017 to the previous five years and divided by the source items published in the previous five years. 2017 Journal Citation Reports (Clarivate Analytics, 2018) 5-Year IF: 1.9 The Immediacy Index is the average number of times an article is cited in the year it is published. The journal Immediacy Index indicates how quickly articles in a journal are cited. Immediacy Index: 0.5 The Eigenfactor score, developed by Jevin West and Carl Bergstrom at the University of Washington, is a rating of the total importance of a scientific journal. Journals are rated according to the number of incoming citations, with citations from highly ranked journals weighted to make a larger contribution to the eigenfactor than those from poorly ranked journals. Eigenfactor: 0.0007 The Journal Citation Indicator (JCI) is a single measurement of the field-normalized citation impact of journals in the Web of Science Core Collection across disciplines. The key words here are that the metric is normalized and cross-disciplinary. JCI: 0.5 SJR: 0.584 SNIP: 0.676 CiteScore™:: 3 H-Index: 25

Indexed in

IMPROVEMENTS TO GRADIENT-ENHANCED KRIGING USING A BAYESIAN INTERPRETATION

巻 4, 発行 3, 2014, pp. 205-223
DOI: 10.1615/Int.J.UncertaintyQuantification.2013006809
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要約

Cokriging is a flexible tool for constructing surrogate models on the outputs of computer models. It can readily incorporate gradient information, in which form it is named gradient-enhanced Kriging (GEK), and promises accurate surrogate models in >10 dimensions with a moderate number of sample locations for sufficiently smooth responses. However, GEK suffers from several problems: poor robustness and ill-conditionedness of the surface. Furthermore it is unclear how to account for errors in gradients, which are typically larger than errors in values. In this work we derive GEK using Bayes' Theorem, which gives an useful interpretation of the method, allowing construction of a gradient-error contribution. The Bayesian interpretation suggests the "observation error" as a proxy for errors in the output of the computer model. From this point we derive analytic estimates of robustness of the method, which can easily be used to compute upper bounds on the correlation range and lower bounds on the observation error. We thus see that by including the observation error, treatment of errors and robustness go hand in hand. The resulting GEK method is applied to uncertainty quantification for two test problems.

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