{"id":"https://openalex.org/W3094257821","doi":"https://doi.org/10.1137/19m1255252","title":"Including a Nugget Effect in Lifted Brownian Covariance Models","display_name":"Including a Nugget Effect in Lifted Brownian Covariance Models","publication_year":2020,"publication_date":"2020-01-01","ids":{"openalex":"https://openalex.org/W3094257821","doi":"https://doi.org/10.1137/19m1255252","mag":"3094257821"},"language":"en","primary_location":{"id":"doi:10.1137/19m1255252","is_oa":false,"landing_page_url":"https://doi.org/10.1137/19m1255252","pdf_url":null,"source":{"id":"https://openalex.org/S2911293512","display_name":"SIAM/ASA Journal on Uncertainty Quantification","issn_l":"2166-2525","issn":["2166-2525"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM/ASA Journal on Uncertainty Quantification","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5000503324","display_name":"Yang Yu","orcid":"https://orcid.org/0000-0001-6740-0277"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Yang Yu","raw_affiliation_strings":["Northwestern University"],"raw_orcid":"https://orcid.org/0000-0001-6740-0277","affiliations":[{"raw_affiliation_string":"Northwestern University","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5100404824","display_name":"Ning Zhang","orcid":"https://orcid.org/0000-0001-7182-0100"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Ning Zhang","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"middle","author":{"id":"https://openalex.org/A5050269446","display_name":"Daniel W. Apley","orcid":"https://orcid.org/0000-0002-8545-4612"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Daniel W. Apley","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5026463384","display_name":"Wenxin Jiang","orcid":"https://orcid.org/0000-0003-2608-8576"},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Wenxin Jiang","raw_affiliation_strings":["Statistics"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Statistics","institution_ids":[]}]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5000503324"],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.1718911,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"8","issue":"4","first_page":"1338","last_page":"1357"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10848","display_name":"Advanced Multi-Objective Optimization Algorithms","score":0.9997000098228455,"subfield":{"id":"https://openalex.org/subfields/1703","display_name":"Computational Theory and Mathematics"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11798","display_name":"Optimal Experimental Design Methods","score":0.9955999851226807,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10928","display_name":"Probabilistic and Robust Engineering Design","score":0.9886999726295471,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/covariance","display_name":"Covariance","score":0.8100355267524719},{"id":"https://openalex.org/keywords/kriging","display_name":"Kriging","score":0.7753376364707947},{"id":"https://openalex.org/keywords/covariance-function","display_name":"Covariance function","score":0.5769791603088379},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.5120830535888672},{"id":"https://openalex.org/keywords/random-field","display_name":"Random field","score":0.4609120488166809},{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.451985239982605},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4424600601196289},{"id":"https://openalex.org/keywords/translation","display_name":"Translation (biology)","score":0.4213562607765198},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.41309651732444763},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.4058566391468048},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.40180426836013794},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3918699324131012},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.15960395336151123},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.14178964495658875}],"concepts":[{"id":"https://openalex.org/C178650346","wikidata":"https://www.wikidata.org/wiki/Q201984","display_name":"Covariance","level":2,"score":0.8100355267524719},{"id":"https://openalex.org/C81692654","wikidata":"https://www.wikidata.org/wiki/Q225926","display_name":"Kriging","level":2,"score":0.7753376364707947},{"id":"https://openalex.org/C137250428","wikidata":"https://www.wikidata.org/wiki/Q5178897","display_name":"Covariance function","level":3,"score":0.5769791603088379},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.5120830535888672},{"id":"https://openalex.org/C130402806","wikidata":"https://www.wikidata.org/wiki/Q5361768","display_name":"Random field","level":2,"score":0.4609120488166809},{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.451985239982605},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4424600601196289},{"id":"https://openalex.org/C149364088","wikidata":"https://www.wikidata.org/wiki/Q185917","display_name":"Translation (biology)","level":4,"score":0.4213562607765198},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.41309651732444763},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.4058566391468048},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.40180426836013794},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3918699324131012},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.15960395336151123},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.14178964495658875},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.0},{"id":"https://openalex.org/C105580179","wikidata":"https://www.wikidata.org/wiki/Q188928","display_name":"Messenger RNA","level":3,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/19m1255252","is_oa":false,"landing_page_url":"https://doi.org/10.1137/19m1255252","pdf_url":null,"source":{"id":"https://openalex.org/S2911293512","display_name":"SIAM/ASA Journal on Uncertainty Quantification","issn_l":"2166-2525","issn":["2166-2525"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"SIAM/ASA Journal on Uncertainty Quantification","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":22,"referenced_works":["https://openalex.org/W1510444525","https://openalex.org/W1605527098","https://openalex.org/W1965761461","https://openalex.org/W1973333099","https://openalex.org/W1991260566","https://openalex.org/W2018044188","https://openalex.org/W2025720061","https://openalex.org/W2033063429","https://openalex.org/W2074984119","https://openalex.org/W2083027289","https://openalex.org/W2084924279","https://openalex.org/W2098043077","https://openalex.org/W2106390386","https://openalex.org/W2121854189","https://openalex.org/W2135348862","https://openalex.org/W2141208757","https://openalex.org/W2151479892","https://openalex.org/W2163286960","https://openalex.org/W2416216025","https://openalex.org/W2477374484","https://openalex.org/W2779618392","https://openalex.org/W4244393914"],"related_works":["https://openalex.org/W4300066510","https://openalex.org/W2056958800","https://openalex.org/W4311388919","https://openalex.org/W2386803684","https://openalex.org/W1971337326","https://openalex.org/W2073389045","https://openalex.org/W68270263","https://openalex.org/W2039299898","https://openalex.org/W4285599564","https://openalex.org/W4390918438"],"abstract_inverted_index":{"Kriging":[0],"is":[1,69,77,102,114],"widely":[2],"used":[3],"for":[4,40,50,72,116,138],"modeling":[5,51,85],"the":[6,25,35,65,117,167],"response":[7,66,128],"surface":[8],"in":[9,12,143,147],"computer":[10,53],"simulations":[11,87],"science":[13],"and":[14,22,42,96,172],"engineering.":[15],"A":[16],"Brownian":[17,27],"integrated":[18],"(BI)":[19],"covariance":[20,29,145],"model":[21],"its":[23],"variant,":[24],"lifted":[26],"(LB)":[28],"model,":[30],"were":[31,44],"recently":[32],"proposed":[33],"as":[34],"underlying":[36],"random":[37],"field":[38],"models":[39,61,146],"kriging,":[41],"they":[43],"shown":[45],"to":[46,79,109,166],"have":[47],"attractive":[48],"properties":[49],"deterministic":[52,73,107],"experiment":[54],"data.":[55],"With":[56],"no":[57],"nugget":[58,82,100,141],"effect,":[59],"kriging":[60],"will":[62],"perfectly":[63,126],"interpolate":[64],"data,":[67,95],"which":[68,120],"usually":[70],"desirable":[71,153],"simulations.":[74],"However,":[75],"it":[76],"necessary":[78],"include":[80],"a":[81,99,125,135,140,148,158],"effect":[83,101,142],"when":[84,89],"stochastic":[86],"or":[88],"combining":[90],"simulation":[91],"with":[92,106],"physical":[93],"experimental":[94],"inclusion":[97],"of":[98,160,169],"often":[103],"beneficial,":[104],"even":[105],"simulations,":[108],"avoid":[110],"numerical":[111],"problems.":[112],"This":[113],"challenging":[115],"LB":[118,144],"covariance,":[119],"requires":[121],"translation":[122,170],"based":[123],"on":[124],"observed":[127],"value.":[129],"In":[130],"this":[131],"paper,":[132],"we":[133],"introduce":[134],"novel":[136],"approach":[137],"including":[139,164],"manner":[149],"that":[150],"preserves":[151],"their":[152],"properties.":[154],"We":[155],"also":[156],"derive":[157],"number":[159],"important":[161],"theoretical":[162],"results,":[163],"invariance":[165],"choice":[168],"point":[171],"Bayesian":[173],"connections.":[174]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
