Statistical Science
- Statist. Sci.
- Volume 4, Number 4 (1989), 409-423.
Design and Analysis of Computer Experiments
Jerome Sacks, William J. Welch, Toby J. Mitchell, and Henry P. Wynn
Abstract
Many scientific phenomena are now investigated by complex computer models or codes. A computer experiment is a number of runs of the code with various inputs. A feature of many computer experiments is that the output is deterministic--rerunning the code with the same inputs gives identical observations. Often, the codes are computationally expensive to run, and a common objective of an experiment is to fit a cheaper predictor of the output to the data. Our approach is to model the deterministic output as the realization of a stochastic process, thereby providing a statistical basis for designing experiments (choosing the inputs) for efficient prediction. With this model, estimates of uncertainty of predictions are also available. Recent work in this area is reviewed, a number of applications are discussed, and we demonstrate our methodology with an example.
Article information
Source
Statist. Sci., Volume 4, Number 4 (1989), 409-423.
Dates
First available in Project Euclid: 19 April 2007
Permanent link to this document
https://projecteuclid.org/euclid.ss/1177012413
Digital Object Identifier
doi:10.1214/ss/1177012413
Mathematical Reviews number (MathSciNet)
MR1041765
Zentralblatt MATH identifier
0955.62619
JSTOR
links.jstor.org
Keywords
Experimental design computer-aided design kriging response surface spatial statistics
Citation
Sacks, Jerome; Welch, William J.; Mitchell, Toby J.; Wynn, Henry P. Design and Analysis of Computer Experiments. Statist. Sci. 4 (1989), no. 4, 409--423. doi:10.1214/ss/1177012413. https://projecteuclid.org/euclid.ss/1177012413
See also
- See Comment: Max D. Morris. [Design and Analysis of Computer Experiments]: Comment. Statist. Sci., Volume 4, Number 4 (1989), 423--425.Project Euclid: euclid.ss/1177012414
- See Comment: Robert G. Easterling. [Design and Analysis of Computer Experiments]: Comment. Statist. Sci., Volume 4, Number 4 (1989), 425--427.Project Euclid: euclid.ss/1177012415
- See Comment: Mark E. Johnson, Donald Ylvisaker. [Design and Analysis of Computer Experiments]: Comment. Statist. Sci., Volume 4, Number 4 (1989), 428--428.Project Euclid: euclid.ss/1177012416
- See Comment: A. Owen, J. Koehler, S. Sharifzadeh. [Design and Analysis of Computer Experiments]: Comment. Statist. Sci., Volume 4, Number 4 (1989), 429--430.Project Euclid: euclid.ss/1177012417
- See Comment: Anthony O'Hagan. [Design and Analysis of Computer Experiments]: Comment. Statist. Sci., Volume 4, Number 4 (1989), 430--432.Project Euclid: euclid.ss/1177012418
- See Comment: Michael L. Stein. [Design and Analysis of Computer Experiments]: Comment. Statist. Sci., Volume 4, Number 4 (1989), 432--433.Project Euclid: euclid.ss/1177012419
- See Comment: Jerome Sacks, William J. Welch, Toby J. Mitchell, Henry P. Wynn. [Design and Analysis of Computer Experiments]: Rejoinder. Statist. Sci., Volume 4, Number 4 (1989), 433--435.Project Euclid: euclid.ss/1177012420
