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Batch Sequencing Methods for Computer Experiments

Quan, Aaron
http://rave.ohiolink.edu/etdc/view?acc_num=osu1401462464

Abstract Details

2014, Doctor of Philosophy, Ohio State University, Statistics.
In early research, computer experiments were assumed to have been performed by a single powerful, but expensive, computer. With the availability of cheaper, powerful computers, it is now more common to run simulations simultaneously on several computers, and we consider the possibility of using multiple computers. In such cases, computer experiments need to be run in specific batches of runs, one run per computer, with the batch size determined by the number of computers. Various methods to perform these simulations in batches have been proposed. Here, we investigate batch methods that make use of a combination of expected improvement and space filling criteria in order to construct efficient experimental designs for sequentially-adaptive computer experiments problems. These methods select the site with the highest expected improvement, with the rest of the batch sites selected through various methods that balance high expected improvement with being space filling. These methods are tested on various problem types, and the results are compared and contrasted with each other, as well as with one-at-a-time methods and other batch methods in the literature, to determine the effectiveness of the proposed methods for sampling in batches. We conclude that some of the proposed batch methods have advantages over existing methods.
William Notz (Advisor)
Christopher Hans (Committee Member)
Matthew Pratola (Committee Member)
144 p.
Statistics
statistics; computer experiments; batches; batch sequencing; sampling; data mining; batch sampling; design of experiments; experimental design;

Recommended Citations

Citations

  • Quan, A. (2014). Batch Sequencing Methods for Computer Experiments [Doctoral dissertation, Ohio State University]. OhioLINK Electronic Theses and Dissertations Center. http://rave.ohiolink.edu/etdc/view?acc_num=osu1401462464

    APA Style (7th edition)

  • Quan, Aaron. Batch Sequencing Methods for Computer Experiments. 2014. Ohio State University, Doctoral dissertation. OhioLINK Electronic Theses and Dissertations Center, http://rave.ohiolink.edu/etdc/view?acc_num=osu1401462464.

    MLA Style (8th edition)

  • Quan, Aaron. "Batch Sequencing Methods for Computer Experiments." Doctoral dissertation, Ohio State University, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=osu1401462464

    Chicago Manual of Style (17th edition)

osu1401462464
874
© 2014, some rights reserved.Creative Commons License Batch Sequencing Methods for Computer Experiments by Aaron Quan is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 3.0 Unported License. Based on a work at etd.ohiolink.edu.
This open access ETD is published by The Ohio State University and OhioLINK.