The Design and Analysis of Computer Experiments

• Main Authors: Santner, Thomas J. (Author, http://id.loc.gov/vocabulary/relators/aut), Williams, Brian J. (http://id.loc.gov/vocabulary/relators/aut), Notz, William I. (http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2018.
• Edition: 2nd ed. 2018.
• Series: Springer Series in Statistics,
• Subjects: Statistics .; Applied mathematics.; Engineering mathematics.; Statistical Theory and Methods.; Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences.; Mathematical and Computational Engineering.

This book describes methods for designing and analyzing experiments that are conducted using a computer code, a computer experiment, and, when possible, a physical experiment. Computer experiments continue to increase in popularity as surrogates for and adjuncts to physical experiments. Since the pu...

Table of Contents:

• Physical Experiments and Computer Experiments
• Stochastic Process Models for Describing Simulator Output
• Empirical Best Linear Unbiased Prediction for Simulator Output
• Bayesian Inference for Simulator Output
• Space-Filling Designs for Computer Experiments
• Some Criterion-based Experimental Designs
• Sensitivity Analysis and Variable Screening
• Calibration
• Appendix A : List of Notation
• Appendix B: Mathematical Facts
• Appendix C: An Overview of Selected Optimization Algorithms
• Appendix D: An Introduction to Markov Chain Monte Carlo Algorithms
• Appendix E: A Primer on Constructing Quasi-Monte Carlo Sequences.