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November, 1989 Design and Analysis of Computer Experiments
Jerome Sacks, William J. Welch, Toby J. Mitchell, Henry P. Wynn
Statist. Sci. 4(4): 409-423 (November, 1989). DOI: 10.1214/ss/1177012413

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.

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Jerome Sacks. William J. Welch. Toby J. Mitchell. Henry P. Wynn. "Design and Analysis of Computer Experiments." Statist. Sci. 4 (4) 409 - 423, November, 1989. https://doi.org/10.1214/ss/1177012413

Information

Published: November, 1989
First available in Project Euclid: 19 April 2007

zbMATH: 0955.62619
MathSciNet: MR1041765
Digital Object Identifier: 10.1214/ss/1177012413

Rights: Copyright © 1989 Institute of Mathematical Statistics

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Vol.4 • No. 4 • November, 1989
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