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Sequential Experiment Design for Contour Estimation From Complex Computer Codes
Published in Informa UK Limited
Volume: 50
Issue: 4
Pages: 527 - 541

Computer simulation often is used to study complex physical and engineering processes. Although a computer simulator often can be viewed as an inexpensive way to gain insight into a system, it still can be computationally costly. Much of the recent work on the design and analysis of computer experiments has focused on scenarios where the goal is to fit a response surface or process optimization. In this article we develop a sequential methodology for estimating a contour from a complex computer code. The approach uses a stochastic process model as a surrogate for the computer simulator. The surrogate model and associated uncertainty are key components in a new criterion used to identify the computer trials aimed specifically at improving the contour estimate. The proposed approach is applied to exploration of a contour for a network queuing system. Issues related to practical implementation of the proposed approach also are addressed. extcopyright 2008 American Statistical Association and the American Society for Quality.

About the journal
PublisherInforma UK Limited
Open AccessNo