Step-by-Step Penalized Blind Kriging Methods for Surrogate Modeling

Algorithm 2

(variable selection algorithm for M1).

 Step 1: Screen variables using formula (9).

 Step 2: Select the new basis function as new variables. Update the correlation parameter to .

 Step 3: Estimate the parameters via formulas (4)–(6).

 Step 4: The estimated parameters are used to predict the responses by substituting into formula (10).