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The Design of Validation Experiments

Monday 5th September 2011 - 15:30 to 16:00
INI Seminar Room 1
Session Title: 
Computer Simulators and Physical Experiments II
Session Chair: 
A. O'Hagan
When we build an emulator to analyse a computer experiment the normal practice is to use a two stage approach to design. An initial space filling design is used to build the emulator. A second experiment is then carried out to validate the emulator. In this paper I will consider what form this validation experiment should take. Current practice is to use another space filling design, unrelated to the first. Clearly we want our validation design to be space filling, we want to validate the emulator everywhere. But we might have other criteria as well for validation. For instance we might want to make sure that we validate our estimate of the spatial scales in which case we want our validation design to include points at varying distances from our original design.
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University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons