Global fitting of the response surface via estimating multiple contours of a simulator. (English) Zbl 1437.62316

Summary: Computer simulators are widely used to understand complex physical systems in many areas such as aerospace, renewable energy, climate modelling, and manufacturing. One fundamental aspect of the study of computer simulators is known as experimental design, that is, how to select the input settings where the computer simulator is run and the corresponding response is collected. Extra care should be taken in the selection process because computer simulators can be computationally expensive to run. The selection should acknowledge and achieve the goal of the analysis. This article focuses on the goal of producing more accurate prediction which is important for risk assessment and decision making. We propose two new methods of design approaches that sequentially select input settings to achieve this goal. The approaches make novel applications of simultaneous and sequential contour estimations. Numerical examples are employed to demonstrate the effectiveness of the proposed approaches.


62K20 Response surface designs
60G15 Gaussian processes
05B15 Orthogonal arrays, Latin squares, Room squares
62L05 Sequential statistical design
Full Text: DOI arXiv


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