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Issues in the optimal design of computer simulation experiments

✍ Scribed by Werner Müller; Milan Stehlík

Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
232 KB
Volume
25
Category
Article
ISSN
1524-1904

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✦ Synopsis

Abstract

Output from computer simulation experiments is often approximated as realizations of correlated random fields. Consequently, the corresponding optimal design questions must cope with the existence and detection of an error correlation structure, issues largely unaccounted for by traditional optimal design theory. Unfortunately, many of the nice features of well‐established design techniques, such as additivity of the information matrix, convexity of design criteria, etc., do not carry over to the setting of interest. This may lead to unexpected, counterintuitive, even paradoxical effects in the design as well as the analysis stage of computer simulation experiments. In this paper we intend to give an overview and some simple but illuminating examples of this behaviour. Copyright © 2009 John Wiley & Sons, Ltd.

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