期刊
TECHNOMETRICS
卷 50, 期 4, 页码 527-541出版社
TAYLOR & FRANCIS INC
DOI: 10.1198/004017008000000541
关键词
Computer experiment; Gaussian process; Inverse problem
Computer simulation often is used to study complex physical and engineering processes. Although a computer simulator often can be viewed as an inexpensive way to gain insight into a system, it still can be computationally costly. Much of the recent work on the design and analysis of computer experiments has focused on scenarios where the goal is to fit a response surface or process optimization. In this article we develop a sequential methodology for estimating a contour from a complex computer code. The approach uses a stochastic process model as a surrogate for the computer simulator. The surrogate model and associated uncertainty are key components in a new criterion used to identify the computer trials aimed specifically at improving the contour estimate. The proposed approach is applied to exploration of a contour for a network queuing system. Issues related to practical implementation of the proposed approach also are addressed.
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