A sequential design strategy for integrating low-accuracy and high-accuracy computer experiments

doi:10.1080/03610918.2020.1870692

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	A sequential design strategy for integrating low-accuracy and high-accuracy computer experiments
	Li, Xinmin 1; Wang, Xiao 1; Xiong, Shifeng 2
	2020-12-31
发表期刊	COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
ISSN	0361-0918
页码	8
摘要	There is a growing trend in engineering that uses multiple computer codes with different levels of accuracy to study a complex system. We propose a flexible strategy for sequential design and analysis of a pair of high-accuracy (HC) and low-accuracy (LC) computer codes, which adds an arbitrary small number of HC runs and a large number of LC runs in each iteration. Numerical illustrations are presented to show the effectiveness of the proposed strategy.
关键词	Gaussian process model Multi-fidelity Optimal design Space-filling design
DOI	10.1080/03610918.2020.1870692
收录类别	SCI
语种	英语
资助项目	National Natural Science Foundation of China[11871294] ; National Natural Science Foundation of China[11671386] ; National Natural Science Foundation of China[11871033]
WOS研究方向	Mathematics
WOS类目	Statistics & Probability
WOS记录号	WOS:000628810200001
出版者	TAYLOR & FRANCIS INC
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/58303
专题	中国科学院数学与系统科学研究院
通讯作者	Xiong, Shifeng
作者单位	1.Qingdao Univ, Sch Math & Stat, Qingdao, Peoples R China 2.Chinese Acad Sci, Acad Math & Syst Sci, NCMIS, KLSC, Beijing 100190, Peoples R China
推荐引用方式 GB/T 7714	Li, Xinmin,Wang, Xiao,Xiong, Shifeng. A sequential design strategy for integrating low-accuracy and high-accuracy computer experiments[J]. COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,2020:8.
APA	Li, Xinmin,Wang, Xiao,&Xiong, Shifeng.(2020).A sequential design strategy for integrating low-accuracy and high-accuracy computer experiments.COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION,8.
MLA	Li, Xinmin,et al."A sequential design strategy for integrating low-accuracy and high-accuracy computer experiments".COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION (2020):8.