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Global Fitting of the Response Surface via Estimating Multiple Contours of a Simulator

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Abstract

Computer simulators are widely used to understand complex physical systems in many areas such as aerospace, renewable energy, climate modelling, and manufacturing. One fundamental aspect of the study of computer simulators is known as experimental design, that is, how to select the input settings where the computer simulator is run and the corresponding response is collected. Extra care should be taken in the selection process because computer simulators can be computationally expensive to run. The selection should acknowledge and achieve the goal of the analysis. This article focuses on the goal of producing more accurate prediction which is important for risk assessment and decision making. We propose two new methods of design approaches that sequentially select input settings to achieve this goal. The approaches make novel applications of simultaneous and sequential contour estimations. Numerical examples are employed to demonstrate the effectiveness of the proposed approaches.

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Acknowledgements

The authors would like to thank the chief editor, the handling editor, and the reviewers for their helpful comments. Yang’s research was funded by China Scholarship Council. Lin’s research was funded in part by the Discovery Grant from the Natural Sciences and Engineering Research Council of Canada. Ranjan’s research was partially supported by the Extra Mural Research Fund (EMR/2016/003332/MS) from the Science and Engineering Research Board (SERB), Government of India.

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Authors and Affiliations

  1. College of Mathematics, Sichuan University, Chengdu, China

    F. Yang

  2. Department of Mathematics and Statistics, Queen’s University, Kingston, ON, Canada

    C. Devon Lin

  3. OM&QT Area, Indian Institute of Management Indore, Indore, India

    P. Ranjan

Authors
  1. F. Yang
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  2. C. Devon Lin
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  3. P. Ranjan
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Correspondence to C. Devon Lin.

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Part of special issue guest edited by Pritam Ranjan and Min Yang—Algorithms, Analysis and Advanced Methodologies in the Design of Experiments.

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Yang, F., Lin, C.D. & Ranjan, P. Global Fitting of the Response Surface via Estimating Multiple Contours of a Simulator. J Stat Theory Pract 14, 9 (2020). https://doi.org/10.1007/s42519-019-0077-0

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  • DOI: https://doi.org/10.1007/s42519-019-0077-0

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