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Can we design for smoothing parameters?

Challenor , P (National Oceanography Centre)
Friday 15 August 2008, 12:00-12:30

Seminar Room 1, Newton Institute


When we analyse computer experiments we usually use an emulator (or surrogate). Emulators are based on Gaussian processes with parameters estimated from a designed experiments. Most effort in the design of computer experiments has concentrated on the idea of 'space filling' design, such as the Latin hypercube. However an important parameter in the emulator is its smoothness. Intuition suggests that adding some points closer together should improve our estimates of smoothness over the standard space filling designs. Using some ideas from geostatistics we investigate whether we can improve our designs in this way.


[pdf ] [ppt ]




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