TM">Optimal Design of Computer Experiments for Metamodel Generation Using I-OPTTM
Selden B. Crary1, Peter Cousseau2, David Armstrong1, David M. Woodcock3, Eva H. Mok1, Olivier Dubochet4, Philippe Lerch4, Philippe Renaud2
CMES-Computer Modeling in Engineering & Sciences, Vol.1, No.1, pp. 127-140, 2000, DOI:10.3970/cmes.2000.001.127
Abstract We present a new and unique software capability for finding statistical optimal designs of deterministic experiments on continuous cuboidal regions. The objective function for the design optimization is the minimization of the expected integrated mean squared error of prediction of the metamodel that will be found, subsequent to the running of the computer simulations, using the best linear unbiased predictor (BLUP). The assumed response-model function includes an unknown, stochastic term, Z. We prove that this criterion, which we name IZ-optimality, is equivalent to I-optimality for non-deterministic experiments, in the limit of zero correlations among the Z's for More >