Sample size considerations and augmentation of computer experiments

Sahama, Tony R. & Diamond, Neil T. (2001) Sample size considerations and augmentation of computer experiments. Journal of Statistical Computation and Simulation, 68(4), pp. 307-319.

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Abstract

Computer Experiments, consisting of a number of runs of a computer model with different inputs, are now common-place in scientific research. Using a simple fire model for illustration some guidelines are given for the size of a computer experiment. A graph is provided relating the error of prediction to the sample size which should be of use when designing computer experiments.

Methods for augmenting computer experiments with extra runs are also described and illustrated. The simplest method involves adding one point at a time choosing that point with the maximum prediction variance. Another method that appears to work well is to choose points from a candidate set with maximum determinant of the variance covariance matrix of predictions.

Impact and interest:

6 citations in Scopus
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2 citations in Web of Science®

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ID Code: 60709
Item Type: Journal Article
Refereed: Yes
Keywords: Augmenting, Stochastic process, Maximum likelihood, Experimental Design, Fire Model, Latin Hypercube Design
DOI: 10.1080/00949650108812073
ISSN: 1563-5163
Subjects: Australian and New Zealand Standard Research Classification > INFORMATION AND COMPUTING SCIENCES (080000)
Divisions: Past > QUT Faculties & Divisions > Faculty of Science and Technology
Copyright Owner: Copyright 2001 Taylor & Francis Ltd.
Deposited On: 11 Jun 2013 00:10
Last Modified: 11 Jun 2013 00:10

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