Design and Analysis of Computer Experiments

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Journal Article: Design and Analysis of 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 example.

Authors 
Jerome Sacks, William Welch, Toby Mitchell and Henry Wynn








Published Journal 
Statistical Science, 1989





DOI 
Not Provided
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Online 
Internet link for Design and Analysis of Computer Experiments

Citation

Jerome Sacks,William Welch,Toby Mitchell,Henry Wynn. 1989. Design and Analysis of Computer Experiments. Statistical Science. .