JSM Preliminary Online Program
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Activity Number: 2
Type: Invited
Date/Time: Sunday, August 3, 2008 : 2:00 PM to 3:50 PM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #300133
Title: Gaussian Process Models for Computer Experiments with Qualitative and Quantitative Factors
Author(s): C.F. Jeff Wu*+ and Zhiguang (Peter) Qian and Huaiqing Wu
Companies: Georgia Institute of Technology and University of Wisconsin-Madison and Iowa State University
Address: School of Industrial and Systems Engineering, Atlanta, GA, 30332,
Keywords: Gaussian process ; computer experiments ; design of experiments ; Information technology ; optimization ; spatial process
Abstract:

Modeling experiments with qualitative and quantitative factors is an important issue in computer modeling. In this work a framework for building Gaussian process models that incorporate both qualitative and quantitative factors is proposed. The key to the development of these new models is an approach for constructing correlation functions with qualitative and quantitative factors. An iterative estimation procedure is developed for the proposed models. Modern optimization techniques are used in the estimation to ensure the validity of the constructed correlation functions. The proposed method is illustrated with a real example from the IT industry for modeling enterprise data center thermal distribution.


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Revised September, 2008