Surrogate modeling, also called metamodeling, has evolved and been extensively used
over the past decades. A wide variety of methods and tools have been introduced for …

This paper reviews the literature on Bayesian experimental design. A unified view of this
topic is presented, based on a decision-theoretic approach. This framework casts criteria …

Computer simulation experiments are essential to modern scientific discovery, whether that
be in physics, chemistry, biology, epidemiology, ecology, engineering, etc. Surrogates are …

Experiments have long been used to study the relationship between a set of inputs to a
physical system and the resulting output. Termed physical experiments in this text, there is a …

In many engineering optimization problems, the number of function evaluations is severely
limited by time or cost. These problems pose a special challenge to the field of global …

We consider prediction and uncertainty analysis for systems which are approximated using
complex mathematical models. Such models, implemented as computer codes, are often …

The present paper deals with a new method of global sensitivity analysis of nonlinear
models. This is based on a measure of importance to calculate the fractional contribution of …

We consider prediction and uncertainty analysis for complex computer codes which can be
run at different levels of sophistication. In particular, we wish to improve efficiency by …

The use of statistical techniques to build approximations of expensive computer analysis
codes pervades much of today's engineering design. These statistical approximations, or …

Computation-intensive design problems are becoming increasingly common in
manufacturing industries. The computation burden is often caused by expensive analysis …