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Linhan Ouyang et al.: Bayesian variable selection in Kriging metamodeling for quality design

Date:2025.06.19 viewed:213

Research by Linhan Ouyang (the first author’s supervisor) that proposed a Bayesian Kriging metamodeling technique to implement variable selection and quality design was featured in European Journal of Operational Research on June 2025. The European Journal of Operational Research publishes high quality, original papers that contribute to the methodology of operational research (OR) and to the practice of decision making. “Both variable selection and model validation are taken into account in the metamodeling process to achieve a robust parameter design”, the authors noted. Abstract is copied below.


The increasing complexity of production processes and rapid developments in digital technology have fueled the adoption of metamodels in quality design. Kriging has emerged as one of the most popular emulation methods for both deterministic and stochastic simulations. Conventional Kriging models with predetermined mean functions, such as ordinary or universal Kriging, may exhibit subpar predictive performance when strong trends exist. This paper proposes a novel variable selection procedure for the mean function that ensures prediction accuracy while using only a limited number of variables to capture the potential existing trends in deterministic simulations. The proposed method integrates the benefits of Bayesian variable selection and frequentist statistical tests. Initially, a group of potential models is chosen to build the mean function, employing the Bayesian method with priors designed to guarantee sparsity. This results in a significant reduction in the number of models to be considered in the next stage. Subsequently, each candidate model undergoes rigorous frequentist tests to thoroughly assess its reliability and validity. Extensive simulation studies are conducted using the well-known Borehole function and a real-life case. The results demonstrate the superiority of the proposed method over several existing approaches, establishing its effectiveness in achieving robust parameter design.


If you are interested in the research, please read the paper:

Baoping Tao, Zifei Han, Wen Shi, Min Wang, Linhan Ouyang*. Bayesian variable selection in Kriging metamodeling for quality design [J]. European Journal of Operational Research, 2025.


A full version of this article could be viewed at:

https://www.sciencedirect.com/science/article/pii/S0377221725004722

 


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