Model Selection for the Mean Function of Kriging Models
Model Selection for the Mean Function of Kriging Models
Abstract
Kriging models are used in many scientific disciplines to investigate the behavior of physical systems. In the Kriging model (KM), the response of the computer simulation code (CSC) is considered to have a Gaussian process (GP). To discover variables influencing responses, choosing a selection of variables or creating a strongly reduced regression model is a crucial process. Selecting some variables can prevent over-fitting or under-fitting in the predictions of data in KM. There have been just a few studies on the variable selection in KM. In this work, we suggest performing variable selection to construct a good model among the KM. The results of the proposed model selection are compared in terms of prediction accuracy with other models based on different forms of the mean function. The comparison is achieved by several measures that investigate the behavior of the KMs. Based on the results, the performance of the Forward selection and Backward selection based on AIC is the best. We apply KMs to several examples of computer simulation codes.
References
- J. Sacks, W. J. Welch, T. J. Mitchell, and H. P. Wynn, “Design and analysis of computer experiments,” Statistical science, vol. 4, no. 4, pp. 409–423, 1989.https://doi.org/10.1214/ss/1177012413.
- R. Li and A. Sudjianto, “Analysis of computer experiments using penalized likelihood in Gaussian Kriging models,” Technometrics, vol. 47, no. 2, pp. 111–120, 2005. https://doi.org/10.1198/004017004000000671.
- J. H. Lee and K. Gard, “Vehicle–soil interaction: testing, modeling, calibration and validation,” Journal of Terramechanics, vol. 52, pp. 9–21, 2014. https://doi.org/10.1016/j.jterra.2013.12.001.
- J. Pulido Fentanes, A. Badiee, T. Duckett, J. Evans, S. Pearson, and G. Cielniak, “Kriging-based robotic exploration for soil moisture mapping using a cosmic-ray sensor,” Journal of field robotics, vol. 37, no. 1, pp. 122–136, 2020. https://doi.org/10.1002/rob.21914.
- Y. H. Al-Taweel and N. Sadeek, “A comparison of different methods for building Bayesian kriging models,” Pakistan Journal of Statistics and Operation Research, vol. 16, no. 1, pp. 73–82, 2020. https://doi.org/10.18187/pjsor.v16i1.2921.
- R. W. Al-Naser and Y. Al-Taweel, “Using Kriging models for approximating computer models and quantifying their uncertainty,” in AIP Conference Proceedings, AIP Publishing, vol. 2845, no. 1, pp. 060019-1–060019-10, 2023. https://doi.org/10.1063/5.0157828.
- J. Johnson, J. Gosling, and M. Kennedy, “Gaussian process emulation for second-order Monte Carlo simulations,” Journal of Statistical Planning and Inference, vol. 141, no. 5, pp. 1838–1848, 2011. https://doi.org/10.1016/j.jspi.2010.11.034.
- J. P. Kleijnen and E. Mehdad, “Multivariate versus univariate Kriging metamodels for multi-response simulation models,” European Journal of Operational Research, vol. 236, no. 2, pp. 573–582, 2014. https://doi.org/10.1016/j.ejor.2014.02.001.
- Y. Al-Taweel, “Uncertainty quantification of multivariate Gaussian process regression for approximating multivariate computer codes,” TWMS Journal of Applied and Engineering Mathematics, vol. 14, no. 3, pp. 1058–1067, 2024. https://jaem.isikun.edu.tr/web/index.php/archive/125-vol14no3/1237.
- C. Linkletter, D. Bingham, N. Hengartner, D. Higdon, and K. Q. Ye, “Variable selection for Gaussian process models in computer experiments,” Technometrics, vol. 48, no. 4, pp. 478–490, 2006. https://doi.org/10.1198/004017006000000228.
- S. Y. Jung and C. Park, “Variable selection with nonconcave penalty function on reduced-rank regression,” Communications for Statistical Applications and Methods, vol. 22, no. 1, pp. 41–54, 2015. https://doi.org/10.5351/CSAM.2015.22.1.041
- A. Marrel, B. Iooss, F. Van Dorpe, and E. Volkova, “An efficient methodology for modeling complex computer codes with Gaussian processes,” Computational Statistics & Data Analysis, vol. 52, no. 10, pp. 4731–4744, 2008. https://doi.org/10.1016/j.csda.2008.03.026.
- J. Xu, Z. Han, W. Song, and K. Li, “Efficient aerodynamic optimization of propeller using hierarchical kriging models,” in Journal of Physics: Conference Series, IOP Publishing, vol. 1519, no. 1, pp. 1–7, 2020. https://doi.org/10.1088/1742-6596/1519/1/012019.
- T. J. Santner, B. J. Williams, and W. I. Notz, The design and analysis of computer experiments, vol. 1. Springer, 2003. https://doi.org/10.1007/978-1-4939-8847-1.
- A. Mojiri, Y. Waghei, H. N. Sani, and G. M. Borzadaran, “Comparison of predictions by kriging and spatial autoregressive models,” Communications in Statistics-Simulation and Computation, vol. 47, no. 6, pp. 1785–1795, 2018. https://doi.org/10.1080/03610918.2017.1324980
- C. Fan, S. Zhang, and X. Li, “The quasi-fiducial model selection for Kriging model,” Statistical Theory and Related Fields, vol. 9, no. 3, pp. 1–12, 2025. https://doi.org/10.1080/24754269.2025.2537484.
- T. Hastie, R. Tibshirani, and J. Friedman, “An introduction to statistical learning,” 2009. https://www.statlearning.com/.
- J. Toivonen, L. Korhonen, M. Kukkonen, E. Kotivuori, M. Maltamo, and P. Packalen, “Transferability of ALS-based forest attribute models when predicting with drone-based image point cloud data,” International Journal of Applied Earth Observation and Geoinformation, vol. 103, p. 102484, 2021. https://doi.org/10.1016/j.jag.2021.102484.
- A. M. Overstall and D. C. Woods, “Multivariate emulation of computer simulators: model selection and diagnostics with application to a humanitarian relief model,” Journal of the Royal Statistical Society: Series C (Applied Statistics), vol. 65, no. 4, pp. 483–505, 2016. https://doi.org/10.1111/rssc.12141.
- L. C. W. Dixon, “The global optimization problem: an introduction,” Towards Global Optimiation 2, pp. 1–15, 1978. https://cir.nii.ac.jp/crid/1573105974275467776.
- K.-T. Fang, R. Li, and A. Sudjianto, Design and modeling for computer experiments. CRC Press, 2010. https://doi.org/10.1201/9781420034899.
- H. Dette and A. Pepelyshev, “Generalized Latin hypercube design for computer experiments,” Technometrics, vol. 52, no. 4, pp. 421–429, 2010. https://doi.org/10.1198/TECH.2010.09157.
- R. Kenett and S. Zacks, Modern Industrial Statistics: Design and Control of Quality and Reliability. Duxbury Press, 1998. https://books.google.co.uk/books?id=0zcfAQAAIAAJ.
Identifiers
Download this PDF file
Statistics
Downloads
How to Cite
Copyright and Licensing

This work is licensed under a Creative Commons Attribution 4.0 International License.