Replication or Exploration? Sequential Design for Stochastic Simulation Experiments

We investigate the merits of replication, and provide methods for optimal design (including replicates), with the goal of obtaining globally accurate emulation of noisy computer simulation experiments. We first show that replication can be beneficial from both design and computational perspectives,...

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Bibliographic Details
Published in:	Technometrics Vol. 61; no. 1; pp. 7 - 23
Main Authors:	Binois, Mickaël, Huang, Jiangeng, Gramacy, Robert B., Ludkovski, Mike
Format:	Journal Article
Language:	English
Published:	Alexandria Taylor & Francis 02.01.2019 American Society for Quality and the American Statistical Association American Society for Quality
Subjects:	Computer experiment Computer simulation Data simulation Design optimization Epidemiology Experiments Gaussian process Input-dependent noise Inventory management Lookahead Normal distribution Replicated observations Replication Signal processing Simulation Stochastic models Surrogate model
ISSN:	0040-1706, 1537-2723
Online Access:	Get full text
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