Systematic comparison of designs and emulators for computer experiments using a library of test functions

Author: 
Date created: 
2020-12-16
Identifier: 
etd21215
Keywords: 
Gaussian process
Computer experiments
Emulation
Design of experiments
Abstract: 

As computational resources have become faster and more economical, scientific research has transitioned from using only physical experiments to using simulationbased exploration. A body of literature has since grown aimed at the design and analysis of so-called computer experiments. While this literature is large and active, little work has been focused on comparing methods. This project presents ways of comparing and evaluating both design and emulation methods for computer experiments. Using a suite of test functions — in this work we introduce the Virtual Library of Computer Experiments a procedure is established which can provide guidance as to how to proceed in simulation problems. An illustrative comparison is performed for each context; putting three emulators, then four experimental designs up against each other; while also highlighting possible considerations for test function choice.

Document type: 
Graduating extended essay / Research project
Rights: 
This thesis may be printed or downloaded for non-commercial research and scholarly purposes. Copyright remains with the author.
File(s): 
Supervisor(s): 
Derek Bingham
Department: 
Science: Department of Statistics and Actuarial Science
Thesis type: 
(Project) M.Sc.
Statistics: