A simple approach to emulation for computer models with qualitative and quantitative factors

Qiang Zhou; Peter Z.G. Qian; Shiyu Zhou

doi:10.1198/TECH.2011.10025

A simple approach to emulation for computer models with qualitative and quantitative factors

Qiang Zhou, Peter Z.G. Qian, Shiyu Zhou

Research output: Contribution to journal › Article › peer-review

113 Scopus citations

Abstract

We propose a flexible yet computationally efficient approach for building Gaussian process models for computer experiments with both qualitative and quantitative factors. This approach uses the hypersphere parameterization to model the correlations of the qualitative factors, thus avoiding the need of directly solving optimization problems with positive definite constraints. The effectiveness of the proposed method is successfully illustrated by several examples.

Original language	English (US)
Pages (from-to)	266-273
Number of pages	8
Journal	Technometrics
Volume	53
Issue number	3
DOIs	https://doi.org/10.1198/TECH.2011.10025
State	Published - Aug 2011
Externally published	Yes

Keywords

Computer experiment
Hypersphere decomposition
Kriging

ASJC Scopus subject areas

Statistics and Probability
Modeling and Simulation
Applied Mathematics

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10.1198/TECH.2011.10025

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abstract = "We propose a flexible yet computationally efficient approach for building Gaussian process models for computer experiments with both qualitative and quantitative factors. This approach uses the hypersphere parameterization to model the correlations of the qualitative factors, thus avoiding the need of directly solving optimization problems with positive definite constraints. The effectiveness of the proposed method is successfully illustrated by several examples.",

keywords = "Computer experiment, Hypersphere decomposition, Kriging",

author = "Qiang Zhou and Qian, {Peter Z.G.} and Shiyu Zhou",

note = "Funding Information: This work is supported by grants 0545600, 0705206, 0856222, and 0969616 from the National Science Foundation and an IBM Faculty Award. The authors thank the editor, the associate editor, and two referees for their helpful comments that have led to improvements in the article.",

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AU - Zhou, Qiang

AU - Qian, Peter Z.G.

AU - Zhou, Shiyu

N1 - Funding Information: This work is supported by grants 0545600, 0705206, 0856222, and 0969616 from the National Science Foundation and an IBM Faculty Award. The authors thank the editor, the associate editor, and two referees for their helpful comments that have led to improvements in the article.

PY - 2011/8

Y1 - 2011/8

N2 - We propose a flexible yet computationally efficient approach for building Gaussian process models for computer experiments with both qualitative and quantitative factors. This approach uses the hypersphere parameterization to model the correlations of the qualitative factors, thus avoiding the need of directly solving optimization problems with positive definite constraints. The effectiveness of the proposed method is successfully illustrated by several examples.

AB - We propose a flexible yet computationally efficient approach for building Gaussian process models for computer experiments with both qualitative and quantitative factors. This approach uses the hypersphere parameterization to model the correlations of the qualitative factors, thus avoiding the need of directly solving optimization problems with positive definite constraints. The effectiveness of the proposed method is successfully illustrated by several examples.

KW - Computer experiment

KW - Hypersphere decomposition

KW - Kriging

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EP - 273

JO - Technometrics

JF - Technometrics

IS - 3

ER -

A simple approach to emulation for computer models with qualitative and quantitative factors

Abstract

Keywords

ASJC Scopus subject areas

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