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 - #308237 |
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Title:
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Comparison of Sequential Designs of Computer Experiments in High Dimensions
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Author(s):
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Ana Kupresanin*+ and Gardar Johannesson
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Companies:
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Lawrence Livermore National Laboratory and Lawrence Livermore National Laboratory
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Address:
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, Livermore, CA, 94551,
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Keywords:
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sequential design ;
Gaussian process ;
computer experiment ;
high-dimensional data
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Abstract:
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The design and analysis of computer experiments continues to make important contributions to the study of real world systems. We consider the problem of fitting a Gaussian process model for a computer model in applications where the simulation output is a function of a high dimensional input vector. Our computer experiments are designed sequentially as we learn about the model. We perform an empirical comparison of the effectiveness and efficiency of several statistical criteria that have been used in sequential experimental designs. This work is motivated by an ongoing application in climatology.
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