The Design and Analysis of Computer Experiments

This book describes methods for designing and analyzing experiments that are conducted using a computer code, a computer experiment, and, when possible, a physical experiment. Computer experiments continue to increase in popularity as surrogates for and adjuncts to physical experiments. Since the pu...

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Hlavní autor: Santner, Thomas J. (Autor)
Médium: Elektronický zdroj E-kniha
Jazyk:angličtina
Vydáno: New York, NY : Springer New York , 2018.
Vydání:2nd ed. 2018.
Edice:Springer Series in Statistics,
Témata:
Statistics .
Applied mathematics.
Engineering mathematics.
ISBN:9781493988471
ISSN:0172-7397
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Obsah:
  • Physical Experiments and Computer Experiments
  • Stochastic Process Models for Describing Simulator Output
  • Empirical Best Linear Unbiased Prediction for Simulator Output
  • Bayesian Inference for Simulator Output
  • Space-Filling Designs for Computer Experiments
  • Some Criterion-based Experimental Designs
  • Sensitivity Analysis and Variable Screening
  • Calibration
  • Appendix A : List of Notation
  • Appendix B: Mathematical Facts
  • Appendix C: An Overview of Selected Optimization Algorithms
  • Appendix D: An Introduction to Markov Chain Monte Carlo Algorithms
  • Appendix E: A Primer on Constructing Quasi-Monte Carlo Sequences.

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