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Design and Analysis of Computer Experiments

Design and Analysis of Computer Experiments,10.1214/ss/1177012413,Statistical Science,Jerome Sacks,William J. Welch,Toby J. Mitchell,Henry P. Wynn

Design and Analysis of Computer Experiments   (Citations: 1023)
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Many scientific phenomena are now investigated by complex computer models or codes. A computer experiment is a number of runs of the code with various inputs. A feature of many computer experiments is that the output is deterministic--rerunning the code with the same inputs gives identical observations. Often, the codes are computationally expensive to run, and a common objective of an experiment is to fit a cheaper predictor of the output to the data. Our approach is to model the deterministic output as the realization of a stochastic process, thereby providing a statistical basis for designing experiments (choosing the inputs) for efficient prediction. With this model, estimates of uncertainty of predictions are also available. Recent work in this area is reviewed, a number of applications are discussed, and we demonstrate our methodology with an example.
Journal: Statistical Science - STAT SCI , vol. 4, no. 1989, pp. 409-423, 1989
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