Title
Efficient space-filling and non-collapsing sequential design strategies for simulation-based modeling Efficient space-filling and non-collapsing sequential design strategies for simulation-based modeling
Author
Faculty/Department
Faculty of Sciences. Mathematics and Computer Science
Publication type
article
Publication
Amsterdam ,
Subject
Economics
Computer. Automation
Source (journal)
European journal of operational research. - Amsterdam
Volume/pages
214(2011) :3 , p. 683-696
ISSN
0377-2217
ISI
000293485800022
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
Abstract
Simulated computer experiments have become a viable cost-effective alternative for controlled real-life experiments. However, the simulation of complex systems with multiple input and output parameters can be a very time-consuming process. Many of these high-fidelity simulators need minutes, hours or even days to perform one simulation. The goal of global surrogate modeling is to create an approximation model that mimics the original simulator, based on a limited number of expensive simulations, but can be evaluated much faster. The set of simulations performed to create this model is called the experimental design. Traditionally, one-shot designs such as the Latin hypercube and factorial design are used, and all simulations are performed before the first model is built. In order to reduce the number of simulations needed to achieve the desired accuracy, sequential design methods can be employed. These methods generate the samples for the experimental design one by one, without knowing the total number of samples in advance. In this paper, the authors perform an extensive study of new and state-of-the-art space-filling sequential design methods. It is shown that the new sequential methods proposed in this paper produce results comparable to the best one-shot experimental designs available right now.
E-info
https://repository.uantwerpen.be/docman/iruaauth/c71829/39fb14f5b82.pdf
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