Blind Kriging: A New Method for Developing Metamodels

Abstract

Kriging is a useful method for developing metamodels for product design optimization. The most popular kriging method, known as ordinary kriging, uses a constant mean in the model. In this article, a modified kriging method is proposed, which has an unknown mean model. Therefore, it is called blind kriging. The unknown mean model is identified from experimental data using a Bayesian variable selection technique. Many examples are presented, which show remarkable improvement in prediction using blind kriging over ordinary kriging. Moreover, a blind kriging predictor is easier to interpret and seems to be more robust against mis-specification in the correlation parameters.