Skip to Main Content
 

Global Search Box

 
 
 
 

Files

File List


thesis.pdf (11.21 MB)

ETD Abstract Container

Abstract Header

Optimal predictive designs for experiments that involve computer simulators

Leatherman, Erin Rae
http://rave.ohiolink.edu/etdc/view?acc_num=osu1376393067

Abstract Details

2013, Doctor of Philosophy, Ohio State University, Statistics.
A deterministic computer simulator is the numerical coding of a mathematical model that describes the relationship between variables in a physical system. Computer experiments use simulators as experimental tools to determine "responses" or "outputs" at a set of user-specified input design points. As mathematical descriptions have become more sophisticated, the use of deterministic simulators as experimental vehicles has become more widespread in many scientific applications. In fact, computer experiments can sometimes be used instead of traditional physical experiments when the number of experimental factors are too numerous to study via a physical experiment, or when a physical experiment is financially prohibitive or unethical to perform. Unfortunately the mathematical models used for computer experiments can be expensive to evaluate and may require days or months for the simulator to make a single run. When this is the case, the simulator output is often modeled as a Gaussian Stochastic Process (GaSP) using training data collected from the simulator at a user-specified set of input design points. When it is of interest to predict simulator output over the entire input space, classical design criteria for computer experiments select designs that are space-filling. That is, the design points are selected to be well-spread within the input space. This dissertation investigates an alternative, process-based design criterion for prediction which minimizes the Bayesian Integrated Mean Square Prediction Error (BIMSPE). The BIMSPE is calculated by averaging the Integrated Mean Square Prediction Error across a prior distribution for the model parameters. This dissertation uses the minimum BIMSPE criterion to find simulator designs that allow for good prediction of the simulator output. The predictive ability of the BIMSPE-optimal designs are compared to IMSPE-optimal designs and to space-filling designs using a simulation study. When computer simulators are able to describe the true mean of an associated physical experiment, physical observations can be used to calibrate the simulator model. Calibration is performed so that the simulator output is as "close as possible" to the mean physical response. This dissertation also uses the minimum BIMSPE criterion to find combined physical and simulator designs that allow for good prediction of the true mean physical response using the calibrated simulator. Using a simulation study, the predictive ability of the combined BIMSPE-optimal designs are compared to combined IMSPE-optimal designs and classic physical and simulator designs that are used for prediction. This dissertation shows that in both the simulator-only setting and the calibration setting, the classic designs perform much worse than the IMSPE- and BIMSPE-optimal designs.
Angela Dean, PhD (Advisor)
Thomas Santner, PhD (Advisor)
William Notz, PhD (Committee Member)
Matthew Pratola, PhD (Committee Member)
433 p.
Statistics
experimental design; computer experiments; prediction; calibration; computer simulator

Recommended Citations

Citations

  • Leatherman, E. R. (2013). Optimal predictive designs for experiments that involve computer simulators [Doctoral dissertation, Ohio State University]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=osu1376393067

    APA Style (7th edition)

  • Leatherman, Erin. Optimal predictive designs for experiments that involve computer simulators. 2013. Ohio State University, Doctoral dissertation. OhioLINK Electronic Theses and Dissertations Center, http://rave.ohiolink.edu/etdc/view?acc_num=osu1376393067.

    MLA Style (8th edition)

  • Leatherman, Erin. "Optimal predictive designs for experiments that involve computer simulators." Doctoral dissertation, Ohio State University, 2013. http://rave.ohiolink.edu/etdc/view?acc_num=osu1376393067

    Chicago Manual of Style (17th edition)

osu1376393067
707
© 2013, all rights reserved.
This open access ETD is published by The Ohio State University and OhioLINK.