Design and Analysis of Computer Experiments
Sacks, Jerome ; Welch, William J. ; Mitchell, Toby J. ; Wynn, Henry P.
Statist. Sci., Tome 4 (1989) no. 4, p. 409-423 / Harvested from Project Euclid
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 example.
Publié le : 1989-11-14
Classification:  Experimental design,  computer-aided design,  kriging,  response surface,  spatial statistics
@article{1177012413,
     author = {Sacks, Jerome and Welch, William J. and Mitchell, Toby J. and Wynn, Henry P.},
     title = {Design and Analysis of Computer Experiments},
     journal = {Statist. Sci.},
     volume = {4},
     number = {4},
     year = {1989},
     pages = { 409-423},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177012413}
}
Sacks, Jerome; Welch, William J.; Mitchell, Toby J.; Wynn, Henry P. Design and Analysis of Computer Experiments. Statist. Sci., Tome 4 (1989) no. 4, pp.  409-423. http://gdmltest.u-ga.fr/item/1177012413/