Global Fitting of the Response Surface via Estimating Multiple Contours of a Simulator

Computer simulators are widely used to understand complex physical systems in many areas such as aerospace, renewable energy, climate modelling, and manufacturing. One fundamental aspect of the study of computer simulators is known as experimental design, that is, how to select the input settings wh...

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Bibliographic Details
Published in:Journal of statistical theory and practice Vol. 14; no. 1
Main Authors: Yang, F., Lin, C. Devon, Ranjan, P.
Format: Journal Article
Language:English
Published: Cham Springer International Publishing 01.03.2020
Subjects:
Algorithms
Analysis and Advanced Methodologies in the Design of Experiments
Mathematics and Statistics
Original Article
Probability Theory and Stochastic Processes
Statistical Theory and Methods
Statistics
Computer experiment
Gaussian process
Sequential design
Maximin design
Contour estimation
Latin hypercube
Space-filling
ISSN:1559-8608, 1559-8616
Online Access:Get full text
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Summary:Computer simulators are widely used to understand complex physical systems in many areas such as aerospace, renewable energy, climate modelling, and manufacturing. One fundamental aspect of the study of computer simulators is known as experimental design, that is, how to select the input settings where the computer simulator is run and the corresponding response is collected. Extra care should be taken in the selection process because computer simulators can be computationally expensive to run. The selection should acknowledge and achieve the goal of the analysis. This article focuses on the goal of producing more accurate prediction which is important for risk assessment and decision making. We propose two new methods of design approaches that sequentially select input settings to achieve this goal. The approaches make novel applications of simultaneous and sequential contour estimations. Numerical examples are employed to demonstrate the effectiveness of the proposed approaches.
ISSN:1559-8608
1559-8616
DOI:10.1007/s42519-019-0077-0