Controlling sources of inaccuracy in stochastic kriging
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 …
actual experimentation is costly, difficult, or impossible. Many simulations are stochastic in …
Fast calibration for computer models with massive physical observations
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
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 …
considerable flexibility to the complex-model-based and model-free data analysis. At …