Comment on Park et al.'s 'Robust Kriging in computer experiments'.

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    • Abstract:
      The article presents the study of T. Park related to methods for improving robustness of Kriging models of simulation models used in computer experiments. Topics discussed include application of maximum likelihood estimation (MLE) for Kriging parameters; several alternative estimators include restricted MLE, cross-validation, and least squares estimators; and analysis of nugget effects in deterministic simulation and stochastic kriging in stochastic simulation.