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The effects of common random numbers on stochastic kriging metamodels.

Xi ChenBruce E. AnkenmanBarry L. Nelson
Published in: ACM Trans. Model. Comput. Simul. (2012)
Keyphrases
  • random numbers
  • uniformly distributed
  • random number
  • pseudo random number
  • pseudorandom
  • random number generators
  • variance reduction
  • monte carlo
  • black box
  • metamodel
  • low cost
  • upper bound
  • markov chain