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DAE

Seminar

Non-collapsing Spacing-filling Designs for Bounded Regions

Dean, A
Tuesday 06 September 2011, 16:30-17:00

Seminar Room 1, Newton Institute

Abstract

Many physical processes can be described via mathematical models implemented as computer codes. Since a computer code may take hours or days to produce a single output, a cheaper surrogate model (emulator) may be fitted for exploring the region of interest. The performance of the emulator depends on the "space-filling" properties of the design; that is, how well the design points are spread throughout the experimental region. The output from many computer codes is deterministic, in which case no replications are required at, or near, any design point to estimate error variability. In addition, designs that do not replicate any value for any single input ("non-collapsing" designs) are the most efficient when one or more inputs turn out to have little effect on the response. An algorithm is described for constructing space-filling and non-collapsing designs for computer experiments when the input region is bounded.

Presentation

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