This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.
Abstract Details
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Activity Number:
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522
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Type:
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Contributed
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Date/Time:
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Wednesday, August 4, 2010 : 10:30 AM to 12:20 PM
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Sponsor:
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Section on Physical and Engineering Sciences
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| Abstract - #307990 |
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Title:
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Sequential Experiment Design for Emulator and Predictive Maturity
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Author(s):
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Brian Williams*+ and Jason Loeppky and Leslie Moore
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Companies:
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Los Alamos National Laboratory and The University of British Columbia and Los Alamos National Laboratory
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Address:
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MS F600, PO Box 1663, Los Alamos, NM, 87545, United States
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Keywords:
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computer experiment ;
sequential experiment design ;
model calibration ;
Gaussian process
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Abstract:
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We discuss sequential experiment design strategies for improving global prediction in the context of emulating a computer code or predicting discrepancy when calibrating uncertain parameters of a computer code to experimental data. Criteria used within a batch sequential design algorithm for efficiently achieving these objectives are discussed. A new class of experiment designs - projection array based designs - is introduced. This class generalizes orthogonal array based Latin hypercube design and facilitates space-filling augmentation of space-filling designs.
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