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Non-collapsing Spacing-filling Designs for Bounded Regions

Date: 
Tuesday 6th September 2011 - 16:30 to 17:00
Venue: 
INI Seminar Room 1
Session Title: 
Algorithms for Constructing Experimental Designs
Abstract: 
Many physical processes can be described via mathematical models implemented as computer codes. Since a computer code may take hours or days to produce a single output, a cheaper surrogate model (emulator) may be fitted for exploring the region of interest. The performance of the emulator depends on the "space-filling" properties of the design; that is, how well the design points are spread throughout the experimental region. The output from many computer codes is deterministic, in which case no replications are required at, or near, any design point to estimate error variability. In addition, designs that do not replicate any value for any single input ("non-collapsing" designs) are the most efficient when one or more inputs turn out to have little effect on the response. An algorithm is described for constructing space-filling and non-collapsing designs for computer experiments when the input region is bounded.
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Presentation Material: 
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons