Comparison of designs for computer experiments |
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| Institution: | 1. Ashkelon College, Ashkelon, Israel;2. Department of Statistics and Operations Research, Raymond and Beverly Sackler Faculty of Exact Sciences, Tel Aviv University, Tel-Aviv 69978, Israel;1. BNU-HKBU United International College, Zhuhai 519085, China;2. Department of Statistics, School of Mathematical Sciences and LPMC, Nankai University, Tianjin 300071, China;3. Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing 100190, China;4. Department of Mathematics, Computer Science and Statistics Bloomsburg University, Bloomsburg 17815, USA;1. College of Mathematics and Statistics, Central China Normal University, Wuhan 430079, China;2. Normal College, Jishou University, Jishou 416000, China;3. Department of Statistics, Visva-Bharati University, Santiniketan, India;1. Department of Mathematics and Statistics, Queen’s University, Kingston, Ontario, Canada K7L 3N6;2. Department of Computer Science at University of British Columbia, Vancouver, British Columbia, Canada V6T 1Z4;1. Mechanical Engineering Department, Zhejiang University City College, Hangzhou, Zhejiang province, PR China;2. The State Key Lab of Fluid Power Transmission and Control, Zhejiang University, Hangzhou, Zhejiang province, PR China |
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| 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. |
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