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computer-experiment-design

Here are 2 public repositories matching this topic...

stk-kriging / stk

The STK is a (not so) Small Toolbox for Kriging. Its primary focus is on the interpolation/regression technique known as kriging, which is very closely related to Splines and Radial Basis Functions, and can be interpreted as a non-parametric Bayesian method using a Gaussian Process (GP) prior.

machine-learning gaussian-processes geostatistics kriging gaussian-process-regression gaussian-process-optimisation computer-experiment-design

Updated Mar 28, 2024
MATLAB

wanglouis49 / risk_estimation

Efficient financial risk estimation via computer experiment design (regression + variance-reduced sampling)

regression computational-finance computer-experiment-design

Updated Jan 16, 2018
Python

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