A2 Computer Experiments
Seminar Room 2, Newton Institute Gatehouse
This is 2 x 2 hours sessions run by Henry Wynn and Peter Challenor.
Session 1 (H. Wynn).
Introduction to Computer Experiments. Gaussian process emulators, basic theory. Bayes versus BLUE estimation. Effects plots. Types of covariance function. Low discrepancy sequences. Maximum entropy sampling. Uses: modelling, optimisation, sensitivity analysis.