H. Wynn
Despite the considerable advances in computer experiments and modelling with spatial process there is still a tension between model-based designs and general purpose designs which may be adequate for a range of models. Model-based designs rely on well-established Bayesian optimal design principles which depend on the prior distribution, the model and the utility/risk employed, whereas general purpose designs are optimised using some purely geometric principle such as maximin distance which usually produce a kind of self-avoidance with analogies in physical processes. Some attempt is made to develop designs which take into account both objectives, ie, that have a balance between exploration and exploitation, and are computational simple to generate. Entropy functionals of various kinds provide a useful workbench to develop the analysis.
Palabras clave / Keywords: computer experiments, optimal design
Programado
Sesión GT07-1 Diseño de Experimentos: Advances in Experimental Design (OED-1). Organizadores: Víctor Casero-Alonso y Jesús López-Fidalgo
30 de mayo de 2018 10:50
Sala 6