The design and analysis of computer experiments
Reads0
Chats0
TLDR
This paper presents a meta-modelling framework for estimating Output from Computer Experiments-Predicting Output from Training Data and Criteria Based Designs for computer Experiments.Abstract:
Many scientific phenomena are now investigated by complex computer models or codes A computer experiment is a number of runs of the code with various inputs A feature of many computer experiments is that the output is deterministic--rerunning the code with the same inputs gives identical observations Often, the codes are computationally expensive to run, and a common objective of an experiment is to fit a cheaper predictor of the output to the data Our approach is to model the deterministic output as the realization of a stochastic process, thereby providing a statistical basis for designing experiments (choosing the inputs) for efficient prediction With this model, estimates of uncertainty of predictions are also available Recent work in this area is reviewed, a number of applications are discussed, and we demonstrate our methodology with an exampleread more
Citations
More filters
Journal Article
The Design and Analysis of Experiments
TL;DR: This book by a teacher of statistics (as well as a consultant for "experimenters") is a comprehensive study of the philosophical background for the statistical design of experiment.
Book
Gaussian Processes for Machine Learning
TL;DR: The treatment is comprehensive and self-contained, targeted at researchers and students in machine learning and applied statistics, and deals with the supervised learning problem for both regression and classification.
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
Taking the Human Out of the Loop: A Review of Bayesian Optimization
TL;DR: This review paper introduces Bayesian optimization, highlights some of its methodological aspects, and showcases a wide range of applications.
Journal ArticleDOI
Design and analysis of computer experiments
Sonja Kuhnt,David M. Steinberg +1 more
TL;DR: The included papers present an interesting mixture of recent developments in the field as they cover fundamental research on the design of experiments, models and analysis methods as well as more applied research connected to real-life applications.
References
More filters
Journal ArticleDOI
A simplex method for function minimization
John A. Nelder,R. Mead +1 more
TL;DR: A method is described for the minimization of a function of n variables, which depends on the comparison of function values at the (n 41) vertices of a general simplex, followed by the replacement of the vertex with the highest value by another point.
Journal Article
The Design and Analysis of Experiments
TL;DR: This book by a teacher of statistics (as well as a consultant for "experimenters") is a comprehensive study of the philosophical background for the statistical design of experiment.
Journal ArticleDOI
The Elements of Statistical Learning: Data Mining, Inference, and Prediction
TL;DR: The Elements of Statistical Learning: Data Mining, Inference, and Prediction as discussed by the authors is a popular book for data mining and machine learning, focusing on data mining, inference, and prediction.
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.