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Quantitative assessment of the uncertainties tainting the results of computer simulations is nowadays a major topic of interest in both industrial and scientific communities. One of the key issues in such studies is to get information about…

统计理论 · 数学 2023-12-05 Guillaume Damblin , Mathieu Couplet , Bertrand Iooss

Computer simulations serve as powerful tools for scientists and engineers to gain insights into complex systems. Less costly than physical experiments, computer experiments sometimes involve large number of trials. Conventional design…

统计方法学 · 统计学 2025-06-06 Xu He , Junpeng Gong , Zhaohui Li

This chapter discusses a general design approach to planning computer experiments, which seeks design points that fill a bounded design region as uniformly as possible. Such designs are broadly referred to as space-filling designs.

统计方法学 · 统计学 2022-03-15 C. Devon Lin , Boxin Tang

Computer experiments have become ubiquitous in science and engineering. Commonly, runs of these simulations demand considerable time and computing, making experimental design extremely important in gaining high quality information with…

统计理论 · 数学 2017-05-15 Benjamin Haaland , Wenjia Wang , Vaibhav Maheshwari

We introduce statistical techniques required to handle complex computer models with potential applications to astronomy. Computer experiments play a critical role in almost all fields of scientific research and engineering. These computer…

天体物理仪器与方法 · 物理学 2021-09-01 Joshua Lukemire , Qian Xiao , Abhyuday Mandal , Weng Kee Wong

Space-filling designs are commonly used in computer experiments to fill the space of inputs so that the input-output relationship can be accurately estimated. However, in certain applications such as inverse design or feature-based…

统计方法学 · 统计学 2023-09-08 Shangkun Wang , Adam P. Generale , Surya R. Kalidindi , V. Roshan Joseph

To identify the robust settings of the control factors, it is very important to understand how they interact with the noise factors. In this article, we propose space-filling designs for computer experiments that are more capable of…

统计方法学 · 统计学 2018-11-26 V. Roshan Joseph , Li Gu , Shan Ba , William R. Myers

Performing a computer experiment can be viewed as observing a mapping between the model parameters and the corresponding model outputs predicted by the computer model. In view of this, experimental design for computer experiments can be…

统计计算 · 统计学 2017-12-29 Chang-Han Rhee , Enlu Zhou , Peng Qiu

A common challenge in computer experiments and related fields is to efficiently explore the input space using a small number of samples, i.e., the experimental design problem. Much of the recent focus in the computer experiment literature,…

统计方法学 · 统计学 2019-07-01 Boya Zhang , D. Austin Cole , Robert B. Gramacy

We study in this paper two classes of experimental designs, support points and projected support points, which can provide robust and effective emulation of computer experiments with Gaussian processes. These designs have two important…

统计方法学 · 统计学 2025-07-15 Simon Mak , V. Roshan Joseph

The two-layer computer simulators are commonly used to mimic multi-physics phenomena or systems. Usually, the outputs of the first-layer simulator (also called the inner simulator) are partial inputs of the second-layer simulator (also…

统计方法学 · 统计学 2023-05-23 Yan Wang , Dianpeng Wang , Xiaowei Yue

A framework for designing and analyzing computer experiments is presented, which is constructed for dealing with functional and real number inputs and real number outputs. For designing experiments with both functional and real number…

统计方法学 · 统计学 2014-10-03 Thomas Muehlenstaedt , Jana Fruth , Olivier Roustant

Space-filling experimental designs are widely used in engineering computer experiments, where only a limited number of expensive model evaluations can be afforded. Distance-based designs such as Maximin or Minimax ensure global…

计算工程、金融与科学 · 计算机科学 2026-03-30 Miroslav Vořechovský , Jan Mašek

Physical systems are modelled and investigated within simulation software in an increasing range of applications. In reality an investigation of the system is often performed by empirical test scenarios which are related to typical…

机器学习 · 统计学 2018-10-05 Dirk Surmann , Uwe Ligges , Claus Weihs

Complex computer codes, for instance simulating physical phenomena, are often too time expensive to be directly used to perform uncertainty, sensitivity, optimization and robustness analyses. A widely accepted method to circumvent this…

数值分析 · 数学 2011-04-22 Bertrand Iooss , Loïc Boussouf , Vincent Feuillard , Amandine Marrel

The quality of an estimated nonlinear model highly depends on the data quality that was used for the system identification. By using a Gaussian Process-based optimal input design approach, a so-called space-filling dataset can be generated…

系统与控制 · 电气工程与系统科学 2026-05-13 Máté Kiss , Maarten Schoukens , Roland Tóth

In the paradigm of computer experiments, the choice of an experimental design is an important issue. When no information is available about the black-box function to be approximated, an exploratory design have to be used. In this context,…

统计计算 · 统计学 2011-05-25 Yves Auffray , Pierre Barbillon , Jean-Michel Marin

This paper proposes a new approach to construct high quality space-filling sample designs. First, we propose a novel technique to quantify the space-filling property and optimally trade-off uniformity and randomness in sample designs in…

Efficient Latin hypercube designs (LHDs), including maximin distance LHDs, maximum projection LHDs and orthogonal LHDs, are widely used in computer experiments. It is challenging to construct such designs with flexible sizes, especially for…

统计方法学 · 统计学 2021-01-12 Hongzhi Wang , Qian Xiao , Abhyuday Mandal

We develop a new method for constructing "good" designs for computer experiments. The method derives its power from its basic structure that builds large designs using small designs. We specialize the method for the construction of…

统计理论 · 数学 2010-10-05 C. Devon Lin , Derek Bingham , Randy R. Sitter , Boxin Tang
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