JSM 2011 Online Program

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Abstract Details

Activity Number: 238
Type: Contributed
Date/Time: Monday, August 1, 2011 : 2:00 PM to 3:50 PM
Sponsor: Section on Physical and Engineering Sciences
Abstract - #302684
Title: Designs for Ensemble of Multiple Computer Models
Author(s): Youngdeok Hwang*+ and Peter Z. G. Qian
Companies: University of Wisconsin at Madison and University of Wisconsin at Madison
Address: Department of Statistics, 1300 University Ave, Madison, WI, 53706,
Keywords: Computer Experiments ; U designs ; Space-Filling Designs ; Sliced Designs
Abstract:

Ensemble of multiple computer models arises as an important tool to study the complex phenomena and is getting more traction in many disciplines. We propose a new type of design, called sliced U design, for running such models. A sliced U design is a U design based on an orthogonal array with strength two that can be divided into different slices, each of which is a Latin hypercube design associated with each individual model. The construction method is easy to implement. Also will be discussed is a two-step procedure for integrating data from multiple computer models for estimating the average output mean. Numerical illustration is accompanied to validate the derived theoretical results.


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