Title of article :
Batch sequential design to achieve predictive maturity with calibrated computer models
Author/Authors :
Williams، نويسنده , , Brian J. and Loeppky، نويسنده , , Jason L. and Moore، نويسنده , , Leslie M. and Macklem، نويسنده , , Mason S.، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2011
Abstract :
Sequential experiment design strategies have been proposed for efficiently augmenting initial designs to solve many problems of interest to computer experimenters, including optimization, contour and threshold estimation, and global prediction. We focus on batch sequential design strategies for achieving maturity in global prediction of discrepancy inferred from computer model calibration. Predictive maturity focuses on adding field experiments to efficiently improve discrepancy inference. Several design criteria are extended to allow batch augmentation, including integrated and maximum mean square error, maximum entropy, and two expected improvement criteria. In addition, batch versions of maximin distance and weighted distance criteria are developed. Two batch optimization algorithms are considered: modified Fedorov exchange and a binning methodology motivated by optimizing augmented fractional factorial skeleton designs.
Keywords :
entropy , Calibration , Expected improvement , Maximin distance , Gaussian process , Computer experiment , sequential experiment design
Journal title :
Reliability Engineering and System Safety
Journal title :
Reliability Engineering and System Safety