Contour estimation via two fidelity computer simulators under limited resources

Ray Bing Chen, Ying Chao Hung, Weichung Wang, Sung Wei Yen

研究成果: Article同行評審

4 引文 斯高帕斯(Scopus)

摘要

The utilization of multiple fidelity simulators for the design and analysis of computer experiments has received increased attention in recent years. In this paper, we study the contour estimation problem for complex systems by considering two fidelity simulators. Our goal is to design a methodology of choosing the best suited simulator and input location for each simulation trial so that the overall estimation of the desired contour can be as good as possible under limited simulation resources. The proposed methodology is sequential and based on the construction of Gaussian process surrogate for the output measure of interest. We illustrate the methodology on a canonical queueing system and evaluate its efficiency via a simulation study.

原文English
頁(從 - 到)1813-1834
頁數22
期刊Computational Statistics
28
發行號4
DOIs
出版狀態Published - 2013 8月

All Science Journal Classification (ASJC) codes

  • 統計與概率
  • 統計、概率和不確定性
  • 計算數學

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