Controlling sources of inaccuracy in stochastic kriging

W Wang, B Haaland - Technometrics, 2019 - Taylor & Francis
Scientists and engineers commonly use simulation models to study real systems for which
actual experimentation is costly, difficult, or impossible. Many simulations are stochastic in …

Fast calibration for computer models with massive physical observations

S Lv, J Yu, Y Wang, J Du - SIAM/ASA Journal on Uncertainty Quantification, 2023 - SIAM
Computer model calibration is a crucial step in building a reliable computer model. In the
face of massive physical observations, a fast estimation of the calibration parameters is …

Efficient Kriging Using Interleaved Lattice-Based Designs with Low Fill and High Separation Distance Properties

X He - SIAM/ASA Journal on Uncertainty Quantification, 2024 - SIAM
Kriging is a powerful technique to emulate computer experiments. The purpose of this paper
is to construct interleaved lattice-based designs that are most suitable for Kriging. Firstly, we …

Worst-Case Learning under a Multi-fidelity Model

S Foucart, N Hengartner - arXiv preprint arXiv:2406.14418, 2024 - arxiv.org
Inspired by multi-fidelity methods in computer simulations, this article introduces procedures
to design surrogates for the input/output relationship of a high-fidelity code. These …

Sample and computationally efficient stochastic kriging in high dimensions

L Ding, X Zhang - Operations Research, 2024 - pubsonline.informs.org
Stochastic kriging has been widely employed for simulation metamodeling to predict the
response surface of complex simulation models. However, its use is limited to cases where …

Sliced rotated sphere packing designs

X He - Technometrics, 2019 - Taylor & Francis
Space-filling designs are popular choices for computer experiments. A sliced design is a
design that can be partitioned into several subdesigns. We propose a new type of sliced …

Lattice-based designs with quasi-optimal separation distance on all projections

X He - Biometrika, 2021 - academic.oup.com
Experimental designs that spread points apart from each other on projections are important
for computer experiments, when not necessarily all factors have a substantial influence on …

Interleaved lattice-based maximin distance designs

X He - Biometrika, 2019 - academic.oup.com
We propose a new method to construct maximin distance designs with arbitrary numbers of
dimensions and points. The proposed designs hold interleaved-layer structures and are by …

Interleaved lattice-based minimax distance designs

X He - Biometrika, 2017 - academic.oup.com
We propose a new method for constructing minimax distance designs, which are useful for
computer experiments. To circumvent computational difficulties, we consider designs with an …

MP-CE method for space-filling design in constrained space with multiple types of factors

Y You, G Jin, Z Pan, R Guo - Mathematics, 2021 - mdpi.com
Space-filling design selects points uniformly in the experimental space, bringing
considerable flexibility to the complex-model-based and model-free data analysis. At …