The Design and Analysis of Computer Experiments

Physical Experiments and Computer Experiments.- Stochastic Process Models for Describing Simulator Output.- Empirical Best Linear Unbiased Prediction for Simulator Output.- Bayesian Inference for Simulator Output.- Space-Filling Designs for Computer Experiments.- Some Criterion-based Experimental Designs.- Sensitivity Analysis and Variable Screening.- Calibration.- Appendix A : List of Notation.- Appendix B: Mathematical Facts.- Appendix C: An Overview of Selected Optimization Algorithms.- Appendix D: An Introduction to Markov Chain Monte Carlo Algorithms.- Appendix E: A Primer on Constructing Quasi-Monte Carlo Sequences.

 

Thomas J.  Santner is Professor Emeritus in the Department of Statistics at The Ohio State University.  At Ohio State, he has served as department Chair and Director of the Department's Statistical Consulting Service. Previously, he was a professor in the School of Operations Research and Industrial Engineering at Cornell University. His research interests include the design and analysis of experiments, particularly those involving computer simulators, Bayesian inference, and the analysis of discrete response data.   He is a Fellow of the American Statistical Association, the Institute of Mathematical Statistics, the American Association for the Advancement of Science, and is an elected ordinary member of the International Statistical Institute.  He has held visiting appointments at the National Cancer Institute, the University of Washington, Ludwig Maximilians Universität (Munich, Germany), the National Institute of Statistical Science (NISS), and the Isaac Newton Institute (Cambridge, England).  

 

Brian J. Williams has been Statistician at the Los Alamos National Laboratory RAND Corporation since 2003. His research interests include experimental design, computer experiments, Bayesian inference, spatial statistics and statistical computing. Williams was named a Fellow of the American Statistical Association in 2015 and is also the recipient of the Los Alamos Achievement Award for his leadership role in the Consortium for Advanced Simulation of Light Water Reactors (CASL) Program. He holds a doctorate in statistics from The Ohio State University.

 

William I.  Notz is Professor Emeritus in the Department of Statistics at The Ohio State University.  At Ohio State, he has served as acting department chair, associate dean of the College of Mathematical and Physical Sciences, and as director of the department's