Comparison of designs for computer experiments

Dizza Bursztyn, David M. Steinberg*

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

79 Scopus citations

Abstract

For many complex processes laboratory experimentation is too expensive or too time-consuming to be carried out. A practical alternative is to simulate these phenomena by a computer code. This article considers the choice of an experimental design for computer experiments. We illustrate some drawbacks to criteria that have been proposed and suggest an alternative, based on the Bayesian interpretation of the alias matrix in Draper and Guttman (Ann. Inst. Statist. Math. 44 (1992) 659). Then we compare different design criteria by studying how they rate a variety of candidate designs for computer experiments such as Latin hypercube plans, U-designs, lattice designs and rotation designs.

Original languageEnglish
Pages (from-to)1103-1119
Number of pages17
JournalJournal of Statistical Planning and Inference
Volume136
Issue number3
DOIs
StatePublished - 1 Mar 2006

Funding

FundersFunder number
Israel Science Foundation

    Keywords

    • Alias matrix
    • Entropy criterion
    • Latin hypercube designs
    • Lattice designs
    • Maximin designs
    • Mean squared error criterion
    • Random field regression
    • Rotation designs

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