dc.contributor.author |
Kok, S
|
|
dc.date.accessioned |
2012-08-02T08:23:37Z |
|
dc.date.available |
2012-08-02T08:23:37Z |
|
dc.date.issued |
2012-07 |
|
dc.identifier.citation |
Kok, S. The asymptotic behaviour of the maximum likelihood function of Kriging approximations using the Gaussian correlation function. EngOpt 2012 - International Conference on Engineering Optimization, Rio de Janeiro, Brazil, 1-5 July 2012 |
en_US |
dc.identifier.isbn |
978-85-7650-344-6 |
|
dc.identifier.uri |
http://www.engopt.org/paper/342.pdf
|
|
dc.identifier.uri |
http://hdl.handle.net/10204/6033
|
|
dc.description |
EngOpt 2012 - International Conference on Engineering Optimization, Rio de Janeiro, Brazil, 1-5 July 2012 |
en_US |
dc.description.abstract |
This study reports on the asymptotic behavior of the maximum likelihood function, encountered when constructing Kriging approximations using the Gaussian correlation function. Of specific interest is a maximum likelihood function that decreases continuously as the correlation function hyper-parameters approach zero. Since the global minimizer of the maximum likelihood function is an asymptote in this case, it is unclear if maximum likelihood estimation (MLE) remains valid. Numerical ill-conditioning of the correlation matrix also occurs in this case. Analytical and numerical examples are presented that demonstrates the validity of MLE, provided that arbitrary precision arithmetic is used. A recent result that claims the MLE function always approaches infinity as the hyper-parameters approach zero is also disproved. |
en_US |
dc.language.iso |
en |
en_US |
dc.relation.ispartofseries |
Workflow;9366 |
|
dc.subject |
Kriging |
en_US |
dc.subject |
Maximum Likelihood Estimation |
en_US |
dc.subject |
Gaussian correlation function |
en_US |
dc.subject |
Ill-conditioning |
en_US |
dc.title |
The asymptotic behaviour of the maximum likelihood function of Kriging approximations using the Gaussian correlation function |
en_US |
dc.type |
Conference Presentation |
en_US |
dc.identifier.apacitation |
Kok, S. (2012). The asymptotic behaviour of the maximum likelihood function of Kriging approximations using the Gaussian correlation function. http://hdl.handle.net/10204/6033 |
en_ZA |
dc.identifier.chicagocitation |
Kok, S. "The asymptotic behaviour of the maximum likelihood function of Kriging approximations using the Gaussian correlation function." (2012): http://hdl.handle.net/10204/6033 |
en_ZA |
dc.identifier.vancouvercitation |
Kok S, The asymptotic behaviour of the maximum likelihood function of Kriging approximations using the Gaussian correlation function; 2012. http://hdl.handle.net/10204/6033 . |
en_ZA |
dc.identifier.ris |
TY - Conference Presentation
AU - Kok, S
AB - This study reports on the asymptotic behavior of the maximum likelihood function, encountered when constructing Kriging approximations using the Gaussian correlation function. Of specific interest is a maximum likelihood function that decreases continuously as the correlation function hyper-parameters approach zero. Since the global minimizer of the maximum likelihood function is an asymptote in this case, it is unclear if maximum likelihood estimation (MLE) remains valid. Numerical ill-conditioning of the correlation matrix also occurs in this case. Analytical and numerical examples are presented that demonstrates the validity of MLE, provided that arbitrary precision arithmetic is used. A recent result that claims the MLE function always approaches infinity as the hyper-parameters approach zero is also disproved.
DA - 2012-07
DB - ResearchSpace
DP - CSIR
KW - Kriging
KW - Maximum Likelihood Estimation
KW - Gaussian correlation function
KW - Ill-conditioning
LK - https://researchspace.csir.co.za
PY - 2012
SM - 978-85-7650-344-6
T1 - The asymptotic behaviour of the maximum likelihood function of Kriging approximations using the Gaussian correlation function
TI - The asymptotic behaviour of the maximum likelihood function of Kriging approximations using the Gaussian correlation function
UR - http://hdl.handle.net/10204/6033
ER -
|
en_ZA |