A sequential design strategy for integrating low-accuracy and high-accuracy computer experiments. Issue 3 (4th March 2023)

• Record Type: Journal Article
• Authors: Li, Xinmin; Wang, Xiao; Xiong, Shifeng
• Is Part Of: Communications in statistics. Volume 52:Issue 3(2023)
• Page Start: 817
• Page End: 825
• Publication Date: 2023-03-04
• Subjects: Gaussian process model -- Multi-fidelity -- Optimal design -- Space-filling design; Mathematical statistics -- Periodicals; Mathematical statistics -- Data processing -- Periodicals; Digital computer simulation -- Periodicals; 519.5
• DOI: 10.1080/03610918.2020.1870692
• Languages: English
• ISSNs: 0361-0918

Abstract

Abstract: There is a growing trend in engineering that uses multiple computer codes with different levels of accuracy to study a complex system. We propose a flexible strategy for sequential design and analysis of a pair of high-accuracy (HC) and low-accuracy (LC) computer codes, which adds an arbitrary small number of HC runs and a large number of LC runs in each iteration. Numerical illustrations are presented to show the effectiveness of the proposed strategy.