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Weighted space-filling designs

Date: 
Tuesday 6th September 2011 - 09:30 to 10:00
Venue: 
INI Seminar Room 1
Session Title: 
Design I
Session Chair: 
P. Challoner
Abstract: 
We investigate methods of incorporating known dependencies between variables into design selection for computer codes. Adaptations of computer-generated coverage and spread designs are considered, with “distance” between two input points redefined to include a weight function. The methods can include quantitative and qualitative variables, and different types of prior information. They are particularly appropriate for computer codes where there may be large areas of the design space in which it is not scientifically useful or relevant to take an observation. The different approaches are demonstrated through interrogation of a computer model for atmospheric dispersion.
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Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons