Analysis and Usage of Computer Experiments Using Spatial Linear Models

Park, Jeong-Soo

Journal of Korean Society for Quality Management > Volume 34(2); 2006 > Article

Journal of Korean Society for Quality Management 2006;34(2): 122-.

공간선형모형을 이용한 전산실험의 분석과 활용

박정수

전남대학교 통계학과

Analysis and Usage of Computer Experiments Using Spatial Linear Models

Jeong-Soo Park

Dept. of Statistics, Chonnam National University

ABSTRACT

One feature of a computer simulation experiment, different from a physical experiment, is that the output is often deterministic. Moreover the codes are computationally very expensive to run. This paper deals with the design and analysis of computer experiments(DACE) which is a relatively new statistical research area. We model the response of computer experiments as the realization of a stochastic process. This approach is basically the same as using a spatial linear model. Applications to the optimal mechanical designing and model calibration problems are illustrated. Algorithms for selecting the best spatial linear model are also proposed.

Key Words: Design and analysis of computer experiments;Kriging;Simulation code;Spatial linear model;Gaussian process;Calibration;