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Author:

Feng, Ziheng (Feng, Ziheng.) | Zong, Xianpeng (Zong, Xianpeng.) | Xie, Tianfa (Xie, Tianfa.) | Zhang, Xinyu (Zhang, Xinyu.)

Indexed by:

EI Scopus SCIE

Abstract:

In recent years, Kriging model has gained wide popularity in various fields such as space geology, econometrics, and computer experiments. As a result, research on this model has proliferated. In this paper, the authors propose a model averaging estimation based on the best linear unbiased prediction of Kriging model and the leave-one-out cross-validation method, with consideration for the model uncertainty. The authors present a weight selection criterion for the model averaging estimation and provide two theoretical justifications for the proposed method. First, the estimated weight based on the proposed criterion is asymptotically optimal in achieving the lowest possible prediction risk. Second, the proposed method asymptotically assigns all weights to the correctly specified models when the candidate model set includes these models. The effectiveness of the proposed method is verified through numerical analyses.

Keyword:

model averaging best linear unbiased prediction Kriging model cross-validation Asymptotic optimality

Author Community:

  • [ 1 ] [Feng, Ziheng]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China
  • [ 2 ] [Zong, Xianpeng]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China
  • [ 3 ] [Xie, Tianfa]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China
  • [ 4 ] [Zhang, Xinyu]Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China

Reprint Author's Address:

  • [Zong, Xianpeng]Beijing Univ Technol, Sch Math Stat & Mech, Beijing 100124, Peoples R China;;

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Source :

JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY

ISSN: 1009-6124

Year: 2024

Issue: 5

Volume: 37

Page: 2132-2156

2 . 1 0 0

JCR@2022

Cited Count:

WoS CC Cited Count: 1

SCOPUS Cited Count: 2

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 5

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