Title
Sequential Experiment Design for Contour Estimation From Complex Computer Codes
Abstract
Computer simulation often is used to study complex physical and engineering processes. Although a computer simulator often can be viewed as an inexpensive way to gain insight into a system, it still can be computationally costly. Much of the recent work on the design and analysis of computer experiments has focused on scenarios where the goal is to fit a response surface or process optimization. In this article we develop a sequential methodology for estimating a contour from a complex computer code. The approach uses a stochastic process model as a surrogate for the computer simulator. The surrogate model and associated uncertainty are key components in a new criterion used to identify the computer trials aimed specifically at improving the contour estimate. The proposed approach is applied to exploration of a contour for a network queuing system. Issues related to practical implementation of the proposed approach also are addressed.
Year
DOI
Venue
2008
10.1198/004017008000000541
TECHNOMETRICS
Keywords
Field
DocType
Computer experiment,Gaussian process,Inverse problem
Computer experiment,Computer simulation,Source code,Surrogate model,Stochastic process,Inverse problem,Queue management system,Statistics,Mathematics,Design of experiments
Journal
Volume
Issue
ISSN
50
4
0040-1706
Citations 
PageRank 
References 
31
3.46
6
Authors
3
Name
Order
Citations
PageRank
Pritam Ranjan1667.73
Derek Bingham212627.32
George Michailidis330335.19