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Experimental design for the validation of kriging metamodels in computer experiments

Experimental design for the validation of kriging metamodels in computer experiments
Experimental design for the validation of kriging metamodels in computer experiments
Metamodels (or emulators) are statistical tools for the analysis of large complex simulation models. They consist of a Gaussian (or second order) process (kriging) fitted to a designed set of simulator runs. Once an emulator has been built, it is important that it is validated against some independent runs of the simulator. This paper considers the design of experiments for the validation of the fitted metamodel. All the proposed designs are based on maximin Latin hypercubes and add an extra criterion to be optimised based on the distances between the points in the validation and original designs. Simulation experiments are carried out to determine how well each design performs against the alternative criteria.
1747-7778
290-296
Challenor, P.
a7e71e56-8391-442c-b140-6e4b90c33547
Challenor, P.
a7e71e56-8391-442c-b140-6e4b90c33547

Challenor, P. (2013) Experimental design for the validation of kriging metamodels in computer experiments. Journal of Simulation, 7 (4), 290-296. (doi:10.1057/jos.2013.17).

Record type: Article

Abstract

Metamodels (or emulators) are statistical tools for the analysis of large complex simulation models. They consist of a Gaussian (or second order) process (kriging) fitted to a designed set of simulator runs. Once an emulator has been built, it is important that it is validated against some independent runs of the simulator. This paper considers the design of experiments for the validation of the fitted metamodel. All the proposed designs are based on maximin Latin hypercubes and add an extra criterion to be optimised based on the distances between the points in the validation and original designs. Simulation experiments are carried out to determine how well each design performs against the alternative criteria.

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More information

Published date: November 2013
Organisations: Marine Systems Modelling

Identifiers

Local EPrints ID: 360356
URI: https://eprints.soton.ac.uk/id/eprint/360356
ISSN: 1747-7778
PURE UUID: 246ddfc3-2975-44f9-ad16-239a7976cfe3

Catalogue record

Date deposited: 04 Dec 2013 16:34
Last modified: 18 Jul 2017 03:13

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