TY - JOUR
T1 - Bridge designs for modeling systems with low noise
AU - Jones, Bradley
AU - Silvestrini, Rachel T.
AU - Montgomery, Douglas C.
AU - Steinberg, David M.
N1 - Publisher Copyright:
© 2015 American Statistical Association and the American Society for Quality.
PY - 2015/4/3
Y1 - 2015/4/3
N2 - For deterministic computer simulations, Gaussian process models are a standard procedure for fitting data. These models can be used only when the study design avoids having replicated points. This characteristic is also desirable for one-dimensional projections of the design, since it may happen that one of the design factors has a strongly nonlinear effect on the response. Latin hypercube designs have uniform one-dimensional projections, but are not efficient for fitting low-order polynomials when there is a small error variance. D-optimal designs are very efficient for polynomial fitting but have substantial replication in projections. We propose a new class of designs that bridge the gap between D-optimal designs and D-optimal Latin hypercube designs. These designs guarantee a minimum distance between points in any one-dimensional projection allowing for the fit of either polynomial or Gaussian process models. Subject to this constraint they are D-optimal for a prespecified model.
AB - For deterministic computer simulations, Gaussian process models are a standard procedure for fitting data. These models can be used only when the study design avoids having replicated points. This characteristic is also desirable for one-dimensional projections of the design, since it may happen that one of the design factors has a strongly nonlinear effect on the response. Latin hypercube designs have uniform one-dimensional projections, but are not efficient for fitting low-order polynomials when there is a small error variance. D-optimal designs are very efficient for polynomial fitting but have substantial replication in projections. We propose a new class of designs that bridge the gap between D-optimal designs and D-optimal Latin hypercube designs. These designs guarantee a minimum distance between points in any one-dimensional projection allowing for the fit of either polynomial or Gaussian process models. Subject to this constraint they are D-optimal for a prespecified model.
KW - Computer experiments
KW - Gaussian process model
KW - Optimal design
KW - Space-filling designs
UR - http://www.scopus.com/inward/record.url?scp=84942847665&partnerID=8YFLogxK
U2 - 10.1080/00401706.2014.923788
DO - 10.1080/00401706.2014.923788
M3 - ???researchoutput.researchoutputtypes.contributiontojournal.article???
AN - SCOPUS:84942847665
SN - 0040-1706
VL - 57
SP - 155
EP - 163
JO - Technometrics
JF - Technometrics
IS - 2
ER -