Comparing computer experiments for the Gaussian process model using integrated prediction variance

Rachel T. Silvestrini, Douglas Montgomery, Bradley Jones

Research output: Contribution to journalArticle

22 Scopus citations

Abstract

Space-filling designs are a common choice of experimental design strategy for computer experiments. This article compares space-filling design types based on their theoretical prediction variance properties with respect to the Gaussian process model. An analytical solution for calculating the integrated prediction variance (IV) of the Gaussian process model is given. Using the analytical calculation of IV as a response variable, this article presents a study of the effects of dimension; sample size; value of parameter vector, θ; and experimental design type using a factorial design and regression analysis.

Original languageEnglish (US)
Pages (from-to)164-174
Number of pages11
JournalQuality Engineering
Volume25
Issue number2
DOIs
StatePublished - May 30 2013

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Keywords

  • Computer simulation
  • Gaussian process models
  • Integrated variance
  • Space-filling designs

ASJC Scopus subject areas

  • Safety, Risk, Reliability and Quality
  • Industrial and Manufacturing Engineering

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