Bridge designs for modeling systems with low noise

Bradley Jones, Rachel T. Silvestrini, Douglas Montgomery, David M. Steinberg

Research output: Contribution to journalArticlepeer-review

15 Scopus citations

Abstract

For deterministic computer simulations, Gaussian process models are a standard procedure for fitting data. These models can be used only when the study design avoids having replicated points. This characteristic is also desirable for one-dimensional projections of the design, since it may happen that one of the design factors has a strongly nonlinear effect on the response. Latin hypercube designs have uniform one-dimensional projections, but are not efficient for fitting low-order polynomials when there is a small error variance. D-optimal designs are very efficient for polynomial fitting but have substantial replication in projections. We propose a new class of designs that bridge the gap between D-optimal designs and D-optimal Latin hypercube designs. These designs guarantee a minimum distance between points in any one-dimensional projection allowing for the fit of either polynomial or Gaussian process models. Subject to this constraint they are D-optimal for a prespecified model.

Original languageEnglish (US)
Pages (from-to)155-163
Number of pages9
JournalTechnometrics
Volume57
Issue number2
DOIs
StatePublished - Apr 3 2015

Keywords

  • Computer experiments
  • Gaussian process model
  • Optimal design
  • Space-filling designs

ASJC Scopus subject areas

  • Statistics and Probability
  • Modeling and Simulation
  • Applied Mathematics

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