Journal ArticleDOI
A comparison of three methods for selecting values of input variables in the analysis of output from a computer code
TLDR
In this paper, two sampling plans are examined as alternatives to simple random sampling in Monte Carlo studies and they are shown to be improvements over simple sampling with respect to variance for a class of estimators which includes the sample mean and the empirical distribution function.Abstract:
Two types of sampling plans are examined as alternatives to simple random sampling in Monte Carlo studies. These plans are shown to be improvements over simple random sampling with respect to variance for a class of estimators which includes the sample mean and the empirical distribution function.read more
Citations
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Journal Article
Random search for hyper-parameter optimization
James Bergstra,Yoshua Bengio +1 more
TL;DR: This paper shows empirically and theoretically that randomly chosen trials are more efficient for hyper-parameter optimization than trials on a grid, and shows that random search is a natural baseline against which to judge progress in the development of adaptive (sequential) hyper- parameter optimization algorithms.
Journal ArticleDOI
Efficient Global Optimization of Expensive Black-Box Functions
TL;DR: This paper introduces the reader to a response surface methodology that is especially good at modeling the nonlinear, multimodal functions that often occur in engineering and shows how these approximating functions can be used to construct an efficient global optimization algorithm with a credible stopping rule.
Journal ArticleDOI
Bayesian Calibration of computer models
Marc C. Kennedy,Anthony O'Hagan +1 more
TL;DR: A Bayesian calibration technique which improves on this traditional approach in two respects and attempts to correct for any inadequacy of the model which is revealed by a discrepancy between the observed data and the model predictions from even the best‐fitting parameter values is presented.
Journal ArticleDOI
On digital soil mapping
TL;DR: The generic framework, which the authors call the scorpanSSPFe (soil spatial prediction function with spatially autocorrelated errors) method, is particularly relevant for those places where soil resource information is limited.
Journal ArticleDOI
Factorial sampling plans for preliminary computational experiments
TL;DR: In this article, the problem of designing computational experiments to determine which inputs have important effects on an output is considered, and experimental plans are composed of individually randomized one-factor-at-a-time designs, and data analysis is based on the resulting random sample of observed elementary effects.
References
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Book ChapterDOI
Some Concepts of Dependence
TL;DR: In this article, the authors give three successively stronger definitions of positive dependence, and investigate their consequences, explore the strength of each definition through a number of examples, and give some statistical applications.
ReportDOI
SOLA: a numerical solution algorithm for transient fluid flows
TL;DR: In this article, a finite difference technique is presented for solving the Navier-Stokes equations for an incompressible fluid, based on the Marker-and-Cell method, to facilitate its use by persons with little or no experience in numerical fluid dynamics.
Journal ArticleDOI
Random Balance Experimentation
TL;DR: The topics to be covered include the following: 1.