TR Available: Computer Experiments (noise free prediction)
Art Owen News
abonews at playfair.Stanford.EDU
Wed Sep 4 18:52:54 EDT 1996
Address: http://playfair.stanford.edu/reports/owen
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Authors: J. Koehler and A. Owen
The above article is a survey paper on methods for computer
experiments. These are noise free, usually continuous valued
prediction problems, sometimes motivated by optimization problems
in computer aided design.
Without noise, how does one estimate the uncertainty in a
given answer? A Bayesian approach places a process prior on
the underlying function. An emerging frequentist approach
samples the input space at random and propagates the sampling
error.
-Art Owen art at playfair.stanford.edu
Replies should be sent to art at playfair not abonews
where they might get lost among mailing list mail.
My co-author is Jim Koehler:
EMAIL: jkoehler at carbon.cudenver.edu
http://www-math.cudenver.edu/~jkoehler
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