Title of article :
Batch sequential design to achieve predictive maturity with calibrated computer models
Author/Authors :
Brian J. Williams، نويسنده , , Jason L. Loeppky، نويسنده , , Leslie M. Moore، نويسنده , , Mason S. Macklem، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
Pages :
12
From page :
1208
To page :
1219
Abstract :
Sequential experiment design strategies have been proposed for efficiently augmenting initial designs to solve many problems of interest to computer experimenters, including optimization, contour and threshold estimation, and global prediction. We focus on batch sequential design strategies for achieving maturity in global prediction of discrepancy inferred from computer model calibration. Predictive maturity focuses on adding field experiments to efficiently improve discrepancy inference. Several design criteria are extended to allow batch augmentation, including integrated and maximum mean square error, maximum entropy, and two expected improvement criteria. In addition, batch versions of maximin distance and weighted distance criteria are developed. Two batch optimization algorithms are considered: modified Fedorov exchange and a binning methodology motivated by optimizing augmented fractional factorial skeleton designs.
Keywords :
Entropy , Computer experiment , Gaussian process , calibration , Maximin distance , Sequential experiment design , Expected improvement
Journal title :
Reliability Engineering and System Safety
Serial Year :
2011
Journal title :
Reliability Engineering and System Safety
Record number :
1188351
Link To Document :
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