Estimating percentiles in computer experiments: a comparison of sequential-adaptive designs and fixed designs

DOI10.1080/15598608.2014.840491zbMath1423.62110OpenAlexW2329199709MaRDI QIDQ2320886

Soma Roy, William I. Notz

Publication date: 27 August 2019

Published in: Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15598608.2014.840491

zbMATH Keywords

adaptive designscomputer experimentspercentile estimationGaussian stochastic process model

Mathematics Subject Classification ID

Gaussian processes (60G15) Sequential statistical design (62L05) Response surface designs (62K20)

Related Items

Solving an inverse problem for time-series-valued computer simulators via multiple contour estimation, A Laplace-based algorithm for Bayesian adaptive design

Uses Software

• SPACE
• EGO

Cites Work

• Unnamed Item
• Exploratory designs for computational experiments
• Efficient emulators of computer experiments using compactly supported correlation functions, with an application to cosmology
• Efficient global optimization of expensive black-box functions
• The design and analysis of computer experiments.
• A Comparison of Three Methods for Selecting Values of Input Variables in the Analysis of Output from a Computer Code
• Estimating Percentiles of Uncertain Computer Code Outputs