KrigInv: An efficient and user-friendly implementation of batch-sequential inversion strategies based on Kriging

Several strategies relying on kriging have recently been proposed for adaptively estimating contour lines and excursion sets of functions under severely limited evaluation budget. The recently released R package KrigInv is presented and offers a sound implementation of various sampling criteria for those kinds of inverse problems. KrigInv is based on the DiceKriging package, and thus benefits from a number of options concerning the underlying kriging models. Six implemented sampling criteria are detailed in a tutorial and illustrated with graphical examples. Different functionalities of KrigInv are gradually explained. Additionally, two recently proposed criteria for batch-sequential inversion are presented, enabling advanced users to distribute function evaluations in parallel on clusters or clouds of machines. Finally, auxiliary problems are discussed. These include the fine tuning of numerical integration and optimization procedures used within the computation and the optimization of the considered criteria.

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Source https://hal.science/hal-00713537
Author Chevalier, Clément, Picheny, Victor, Ginsbourger, David
Maintainer CCSD
Last Updated May 9, 2026, 20:26 (UTC)
Created May 9, 2026, 20:26 (UTC)
Identifier hal-00713537
Language en
Rights https://about.hal.science/hal-authorisation-v1/
contributor Institute of Mathematical Statistics and Actuarial Science [Bern] (IMSV) ; Universität Bern = University of Bern = Université de Berne (UNIBE)
creator Chevalier, Clément
date 2013-03-05T00:00:00
harvest_object_id 4c9b7df8-62c4-4ce8-a57d-84c89f65af78
harvest_source_id 3374d638-d20b-4672-ba96-a23232d55657
harvest_source_title test moissonnage SELUNE
metadata_modified 2025-03-21T00:00:00
set_spec type:UNDEFINED