| - Welch, W. J. and Sacks, J., 1991: A System for Quality Improvement via Computer Experiments. COMMUN. Statist. Theory Meth Vol 20, Number 2, pp. 477-495. |
....Surrogate approximations are algebraic summaries obtained from previous runs of the expensive simulation. Examples include the low order polynomials favored in response surface methodology (RSM) 14] and the kriging estimates employed in the design and analysis of computer experiments (DACE) [23, 1]. Once the approximation has been constructed, it is typically inexpensive to evaluate. We consider a methodology that constructs a sequence of approximations to the objective. We concentrate on approaches such as DACE, that krige known values of the objective, but our general strategy is also ....
....start the search and only feasible candidates x t will be considered. We can use any of a wide variety of approximation techniques. We favor those that are amenable to updates; in particular, we use the kriging techniques favored in the design and analysis of computer experiments (DACE) literature [23] because these are the approximation techniques with which we have some experience. For simplicity, we use cubic splines for the illustrative examples that follow. We note that spline interpolation is mathematically equivalent to kriging. See, for example, 22] The interpolatory approximations ....
W. J. Welch and J. Sacks, A system for quality improvement via computer experiments, Communications in Statistics---Theory and Methods, 20 (1991), pp. 477--495.
....even when interactions between the control factors are included. Second, the y i (x j ; j ) are used to construct cheap to compute surrogate models y i . These may be regression models, as in Welch, Yu, Kang, and Sacks (1990) or spatial statistical models for computer experiments, as in Welch and Sacks (1991). Third, optimization is carried out using the surrogate objective function L(x) Z l[y 1 (x; y q (x; w( d : Thus, just as with Taguchi s methods, one relies on a one shot experiment: all evaluations of the actual objective function are made before any optimization commences. ....
Welch, W. J. and Sacks, J. (1991). A system for quality improvement via computer experiments. Communications in Statistics---Theory and Methods, 20:477--495.
....effect of smoothing high frequency oscillations in f . The rapidly growing literature on computer experiments offers new and potentially better ways of implementing this traditional practice. The prescription that seems to be gaining some currency in the engineering community was proposed by Welch and Sacks (1991); following current convention, we refer to it as DACE (Design and Analysis of Computer Experiments) Frank (1995) offered an optimizer s perspective on this methodology, suggested that the minimalist approach of minimizing a single f is not likely to yield satisfactory results, and proposed ....
Welch, W. J. and Sacks, J. (1991). A system for quality improvement via computer experiments.
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- Welch, W. J. and Sacks, J., 1991: A System for Quality Improvement via Computer Experiments. COMMUN. Statist. Theory Meth Vol 20, Number 2, pp. 477-495.
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