JSM 2005 - Toronto

Abstract #304056

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Legend: = Applied Session, = Theme Session, = Presenter
Activity Number: 142
Type: Contributed
Date/Time: Monday, August 8, 2005 : 10:30 AM to 12:20 PM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #304056
Title: Estimation of Transmitted Errors in Computer Experiments
Author(s): Richard McGrath*+ and Arthur B. Yeh and Yu Zheng
Companies: Bowling Green State University and Bowling Green State University and University of Florida
Address: Applied Statistics and Operations Resear, Bowling Green, OH, 34403, United States
Keywords: computer experiments ; variance
Abstract:

Computer experiments often are used in science and industry when physical experiments are impossible or prohibitively expensive. In many of these experiments, the relationship between inputs and outputs is deterministic in that repeating the same inputs to the computer code will provide the same outputs. This lack of experimental error makes these experiments different from physical experiments and has lead to new methods of design and analysis. These methods may be used to find desirable or optimal operating levels for the inputs. However, in actual operation, the inputs will vary somewhat around these settings. We will discuss methods of estimating the response variance transmitted by the varying inputs. Methods considered include a nearest-neighbors approach and a distance-weighted variance estimator.


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