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DOE

Seminar

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.

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