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Historical Perspective
Published in Robert B. Gramacy, Surrogates, 2020
So a computer experiment is like an ordinary statistical experiment, except the data are generated by computer codes rather than physical or field observations, or surveys. Surrogate modeling is statistical modeling of computer experiments. Computer simulations are generally cheaper than physical observation, so the former could be entertained as an alternative or precursor to the latter. Although computer simulation can be just as expensive as field experimentation, computer modeling is regarded as easier because the experimental apparatus is better understood, and more aspects may be controlled. For example many numerical solvers are deterministic, whereas field observations are noisy or have measurement error. For a long time noise was the main occupant in the gulf between modeling and design considerations for surrogates, on the one hand, and more general statistical methodology on the other. But hold that thought for a moment.
Space-filling designs for multi-layer nested factors
Published in Quality Engineering, 2019
Ryan W. Gryder, Sara R. Wilson, Kurt A. Swieringa, David J. Edwards
For statisticians and engineers, computer experiments have increased in popularity as a means of emulating physical experiments due to advancements in computational efficiency and storage. A computer experiment is an executable computer code that mathematically models or emulates an actual physical experiment via codified inputs and outputs. Computer experiments are beneficial when the physical experiment is a strain on resources or researchers want to investigate new technologies in a simulation environment prior to implementation (Joseph 2016; Montgomery 2012).
Variable selection for kriging in computer experiments
Published in Journal of Quality Technology, 2020
Hengzhen Huang, Dennis K. J. Lin, Min-Qian Liu, Qiaozhen Zhang
As science and technology have advanced to a higher level, computer experiments are becoming increasingly prevalent surrogates for physical experiments because of their economy. A computer experiment, however, can still be time consuming and costly. One primary goal of a computer experiment is to build an inexpensive metamodel that approximates the original expensive computer model well. The kriging model first proposed by Sacks et al. (1989) in computer experiments is desirable because of its convenience, flexibility, and broad generality.