Computer experiment designs for accurate prediction
Computer experiment designs for accurate prediction
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用于准确预测的计算机实验设计
作者：
Erin R. Leatherman;T. Santner;A. Dean
使用确定性模拟器的计算机实验有时被用来代替或补充物理系统实验。本文比较了设计的初步计算机模拟实验的基础上经验的预测精度，它建议设计生产准确的预测。大多数设计比较的基础是积分均方预测误差（IMSPE），该误差是假设高斯过程模型与高斯相关函数计算的。设计，最小化IMSPE相对于一组固定的相关参数，以及设计，最小化加权IMSPE的相关参数进行了研究。这些IMSPE为基础的设计进行了比较，三个广泛使用的空间填充设计。该设计用于预测代表一系列固定和非固定功能的测试表面。对于本文研究的测试条件下，基于IMSPE的标准下构造的设计表现出优于空间填充拉丁超立方设计和最大投影设计时，预测平稳外观的光滑函数，而空间填充和最大投影设计是优越的测试功能，表现出很强的非平稳性上级。
Computer experiments using deterministic simulators are sometimes used to replace or supplement physical system experiments. This paper compares designs for an initial computer simulator experiment based on empirical prediction accuracy; it recommends designs for producing accurate predictions. The basis for the majority of the designs compared is the integrated mean squared prediction error (IMSPE) that is computed assuming a Gaussian process model with a Gaussian correlation function. Designs that minimize the IMSPE with respect to a fixed set of correlation parameters as well as designs that minimize a weighted IMSPE over the correlation parameters are studied. These IMSPE-based designs are compared with three widely-used space-filling designs. The designs are used to predict test surfaces representing a range of stationary and non-stationary functions. For the test conditions examined in this paper, the designs constructed under IMSPE-based criteria are shown to outperform space-filling Latin hypercube designs and maximum projection designs when predicting smooth functions of stationary appearance, while space-filling and maximum projection designs are superior for test functions that exhibit strong non-stationarity.