Computer simulations are often used to replace physical experiments aimed at exploring the complex relationships between input and output variables. Undoubtedly, computer experiments have several advantages over real ones, however, when the response function is complex, simulation runs may be very expensive and/or time-consuming, and a possible solution consist of approximating the simulator by a suitable stochastic metamodel, simpler and much faster to run. Several metamodel techniques have been suggested in the literature and one of the most popular is the Kriging methodology. In this paper we study the optimal design problem for the Universal Kriging metamodel with respect to different approaches, related to prediction, information gain and estimation. Also we give further justifications and some criticism concerning the adoption of the space filling designs, based on theoretical results and numerical evidence as well.

Space filling and locally optimal designs for Gaussian Universal Kriging / A. Baldi Antognini; M. Zagoraiou. - STAMPA. - (2010), pp. 27-39.

Space filling and locally optimal designs for Gaussian Universal Kriging

BALDI ANTOGNINI, ALESSANDRO;ZAGORAIOU, MAROUSSA
2010

Abstract

Computer simulations are often used to replace physical experiments aimed at exploring the complex relationships between input and output variables. Undoubtedly, computer experiments have several advantages over real ones, however, when the response function is complex, simulation runs may be very expensive and/or time-consuming, and a possible solution consist of approximating the simulator by a suitable stochastic metamodel, simpler and much faster to run. Several metamodel techniques have been suggested in the literature and one of the most popular is the Kriging methodology. In this paper we study the optimal design problem for the Universal Kriging metamodel with respect to different approaches, related to prediction, information gain and estimation. Also we give further justifications and some criticism concerning the adoption of the space filling designs, based on theoretical results and numerical evidence as well.
2010
Complex Data Modeling and Computationally Intensive Statistical Methods
27
39
Space filling and locally optimal designs for Gaussian Universal Kriging / A. Baldi Antognini; M. Zagoraiou. - STAMPA. - (2010), pp. 27-39.
A. Baldi Antognini; M. Zagoraiou
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11585/89117
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