Sequential sampling for functional estimation via Sieve
Alessia Benevento,
Pouya Ahadi,
Swati Gupta
et al.
Abstract:Sequential sampling methods are often used to estimate functions describing models subjected to time‐intensive simulations or expensive experiments. These methods provide guidelines for point selection in the domain to capture maximum information about the function. However, in most sequential sampling methods, determining a new point is a time‐consuming process. In this paper, we propose a new method, named Sieve, to sequentially select points of an initially unknown function based on the definition of proper… Show more
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