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UQ12 - MS1-3 Effective and Efficient Handling of Ill-Conditioned Correlation Matrices in Kriging and Gradient Enhanced Kriging Emulators through Pivoted Cholesky Factorization

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Description

Contributors

  • Keith Dalbey, Sandia National Laboratories, USA

  • View PDF Handout

    https://client.blueskybroadcast.com/SIAM12/UQ/PDF/Dalbey_MS1-3_4-2-12_10-30am.pdf