Minimax Error of Interpolation and Optimal Design of Experiments for Variable Fidelity Data

21 Oct 2016Alexey ZaytsevEvgeny Burnaev

Engineering problems often involve data sources of variable fidelity with different costs of obtaining an observation. In particular, one can use both a cheap low fidelity function (e.g. a computational experiment with a CFD code) and an expensive high fidelity function (e.g. a wind tunnel experiment) to generate a data sample in order to construct a regression model of a high fidelity function... (read more)

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