### A2 Computer Experiments

Wynn, H *(London School of Economics)*

Tuesday 22 July 2008, 11:30-12:30

Seminar Room 2, Newton Institute Gatehouse

#### Abstract

This is 2 x 2 hours sessions run by Henry Wynn and Peter Challenor.
Session 1 (H. Wynn).
Introduction to Computer Experiments. Gaussian process emulators, basic theory. Bayes versus BLUE estimation. Effects plots. Types of covariance function. Low discrepancy sequences. Maximum entropy sampling. Uses: modelling, optimisation, sensitivity analysis.