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Santner T.J., Williams B.J., Notz W.I. — The Design and Analysis of Computer Experiments |
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Предметный указатель |
Abrahamsen, P. 27 37 251
Abramowitz, M. 251
Abt, M. 251
ACED see "Designs: software: algorithms for the construction of experimental designs"
Adjusted 193
Adler, R.J. 27 28 29 33 37 38 40 251
Aitchison, J. 251
Allen, D.M. 67 251
Almost sure continuity 38—40 43
An, J. 86 251
Andronova, N. 11 261
Aset see "Available safe egress time"
ASET-B see "Available safe egress time"
Aslett, R. 252
Atkinson, A.C. 121 123 252
Autocovariance function 28
Available safe egress time 4 5
Bae, J.S. 267
Bankes, S. 11 261
Barry, R.P. 103 252
Bartel, D.L. 6 7 10 16 19 199 200 252 254 271
Bates, R.A. 159 252 256
Bawa Bhalla, K.S. 6 7 10 199 200 254
Bayarri, M.J. 199 200 202 252
Bayesian 20 23 24 66 68 69 97—99 106 183 201
Beckman, R.J. 18 132 158 262
Belknap, T.W. 6 7 10 199 200 254
Berger, J.O. 46 69 199 200 202 252
Berilla, J. 7 261
Berk, R. 4 9 200 252
Bernardo, M.C. 18 61 130 172 173 252
Bessel function 42 71 217
Best linear unbiased predictor see "Predictors"
Best MSPE predictor see "Predictors"
Bias 58 122—124 145 202 203
Bickel, P. 4 9 200 252
Birk, D.M. 5 252
Bivariate computer output 101 185
Blocking 2 3 122
BLP see "Predictors: best linear MSPE predictor"
BLUP see "Predictors: best linear unbiased MSPE predictor"
Bochner, S. 33 252
Booker, A.J. 10 61 174 175 176 253
Box, G.E. 15 121 123 193 253
Bratley, P. 145 253
Brown, N.J. 268
Buck, R.J. 18 61 66 85 130 159 172 173 193 195 252 270
Buonaccorsi, J.P. 253
Burstein, A.H. 252
Bursztyn, D. 253 268
Butler, N.A. 18 130 150 253
Cafeo, J.A. 199 200 202 252
Calibration 19 201 202
Campbell, K. 4 9 200 252
Casella, G. 69 266
Cavendish, J. 199 200 202 252
Chan, K. 189 190 193 195 267
Chang, P.B. 6 7 10 16 19 199 200 253 254
Cheal, R. 256
Chiles, I. 254
Cholesky decomposition 84
Classical optimality criteria see "Designs"
Cleveland, W.S. 191 254
Coefficient of determination 191
Computer experiment 2
Conditional distribution 53 87 95 96 133 179 183 211
Confirmatory run 174
Conjugate prior 47
Conover, W.J. 18 132 150 158 259 262
Constrained optimization 178 182 185
Convolution 31
Cooper, L.Y. 4 254
Correlation function, cubic 37 38
Correlation function, exponential 43 65 169
Correlation function, Gaussian 36
Correlation function, isotropic 30 69 215 216
Correlation function, Matern 41 66 71 215 217 218
Correlation function, power exponential 36 38 40 76 168
Correlation matrix 62 65 206
Covariance matrix 123 209
Cox, D.D. 18 254
Craig, P.C. 18 200 202 254
Craig, P.S. 254 255
Cramer, H. 27 33 38 43 255
Cressie, N.A. 24 28 33 35 86 92 93 97 98 255 260 271
Crick, M.J. 18 255
Cross-correlation function 102 103
Cross-validated predictions 220 224 229
Cross-validated residuals 176
Cross-validated standard errors 220 224 229
Cross-validation EBLUP see "Predictors"
Currin, C. 37 167 255
Damien, P. 270
Dandekar, R. 18 255
Davy, D.T. 7 261
De Oliveira, V. 46 69 252 255
Dean, A.M. 121 255
Deforming 31
Delfiner, P. 254
Dennis, J.E. 10 61 174 175 176 253
Derivative process 39 40 101 104 107
Designed experiment 1 121
Designs, global optimization, Bernardo multi-stage approximation 172
Designs, global optimization, bivariate expected improvement algorithms 185
Designs, global optimization, univariate expected improvement algorithms 178
Designs, optimality criteria, A-optimality 123 171
Designs, optimality criteria, D-optimality 70 123 163
Designs, optimality criteria, G-optimality 171
Designs, optimality criteria, I-optimality 124
Designs, optimality criteria, L-optimality 171
Designs, other criteria, good lattice points 159
Designs, other criteria, IMSPE-optimal 168 169
Designs, other criteria, lattice design 159
Designs, other criteria, minimum efficiency 170
Designs, other criteria, MMSPE-optimal 170
Designs, other criteria, nets 159
Designs, other criteria, orthogonal arrays 136
Designs, other criteria, resolution criterion 150
Designs, other criteria, Sobol' sequence 6 70 73
Designs, other criteria, Sobol' sequences 159
Designs, properties, asymptotic properties of LHDs 18 135
Designs, software, algorithms for the construction of experimental designs 140 151 226
Designs, software, DETMAX 167
Designs, space-filling criteria, average projection design 141
Designs, space-filling criteria, average projection LH design 141
Designs, space-filling criteria, cascading LHD 137
Designs, space-filling criteria, combined design criteria 148
Designs, space-filling criteria, grid design 159
Designs, space-filling criteria, Latin hyper cube design 18 70 127
Designs, space-filling criteria, maximin distance 138 139
Designs, space-filling criteria, maximum entropy 164
Designs, space-filling criteria, minimax distance 138
Designs, space-filling criteria, randomized orthogonal arrays 136
Designs, space-filling criteria, uniform designs 143
Diamond, N. T. 4 267
Dimnaku, A. 150 255
Discrepancy, 144
Discrepancy, 143
Discrepancy, star 143
Disease mapping 24
Distributions, multivariate normal 28 209
Distributions, multivariate Student t 212
Distributions, non-central Student t 212
Distributions, t distribution 212
Dixon, L.C.W. 255
Dominated convergence 35
Donev, A.N. 121 123 252
Doob, J.L. 28 255
Draper, D. 255 256
Draper, N.R. 121 123 192 193 253 256
| Duckworth, W.M. 256
Dunnett, C.W. 210 212 256
Dunsmore, I.R. 251
Duvall, S.G. 252
Dynamic program 177
Easterling, R.G. 200 202 256
Ecker, M.D. 256
Eddy, W. 18 24 263
Edwards, D.L. 252
Eguilior, S. 256
Empirical best linear unbiased predictor see "Predictors"
Empirical root mean squared prediction error 109 173 242
entropy 164
Equicoordinate percentage points, multivariate normal distribution 210
Equicoordinate percentage points, t distribution 212
Ergodic 29
ERMPSE see "Empirical root mean squared prediction error"
Estimation methods, cross-validation 68
Estimation methods, maximum likelihood 66 217
Estimation methods, posterior mode 68 217
Estimation methods, restricted maximum likelihood 67 217
Expected improvement see "Designs: global optimization"
Experimental design see "Designs"
Experiments, computer 1
Experiments, physical 1 121
Experiments, simulation 1
Factor sparsity 127
Factorial design 170
Failure depth 8 191
Fang, K.-T. 143 145 148 150 256
FAST see "Fourier amplitude sensitivity test"
Feasibility constraints 172
Femoral stress shielding 6 101
Fillet radius 8 9
Finite element model 6 101
First-order regression model 191 192
Fourier amplitude sensitivity test 195
Fovell, R. 4 9 200 252
Fox, B.L. 145 253
Frank, P.D. 10 61 174 175 176 253
Frenklach, M. 256 268
Friedman, J. 24 67 258
Froehlich, G. 200 201 265
Fuller, W.A. 98 256
Galway, L. 256
Garner, J.W. 258
Gaussian random function 27—31 47
Gaussian stochastic process see "Gaussian random function"
Gelfand, A.E. 256
General linear model 98
Generalized least squares estimator 63 89
Geostatistics 24 86
Ghosh, S. 266
Gibbs, M.N. 68 256
Giglio, B. 256
Gikhman, I.I. 257
Givens, G.H. 266
Global optimization 172 174
Goel, P. 266
Goldberg, V.M. 7 261
Goldstein, M. 18 200 202 254 255 257
Golub, G.H. 68 257
Good lattice points see "Designs"
Gough, W.A. 257
GPS see "Optimization algorithms: generalized pattern search"
Graves, T.L. 257
Guttorp, P. 31 257 267
Haas, R. 263
Hamada, M. 24 121 135 201 202 266 271
Handcock, M.S. 18 41 46 99 106 137 257
Harville, D.A. 64 67 84 213 257 258 260
Haslett, J. 258
Hass, T.S. 31 258
Hastie, T. 24 67 258
Hasza, D.P. 98 256
Haylock, R.G. 18 258 264
Haywood, S.M. 18 255
Heath, M. 68 257
Hedayat, A. 122 258
Helton, J.C. 18 258
Heo, G. 258
Heuvelink, G.B.M. 18 265
Hierarchical Gaussian random function 45
Hierarchy of codes 101 103
Higdon, D. 199 200 202 252
Higdon, D.M. 31 103 259 260
Hills, R.G. 199 201 259
Hodges, A. 200 201 265
Hofer, E. 18 255
Homma, T. 259
Homogeneous-inputs 17
Hoshino, N. 259
Hsu, N.-J. 260
Huber, P.J. 20 259
Huele, F. 269
Huijbregts, C.J. 24 35 260
Hwang, H.S. 265
hybrid algorithm 176
Iman, R.L. 150 259
Improper posterior 69
Improper prior 69
IMSPE see "Integrated mean squared prediction error'"
Inactive inputs 174
Integrated mean squared prediction error 163
Interaction effect 190 191
Interpolate 57
Iyer, H.K. 253
Jeffreys, H. 94 259
Jeske, D.R. 258
John, J.A. 122 259
John, P.W.M. 122 259
Johnson, M.E. 139 149 167 260
Jones, D.R. 18 85 173 178 181 182 183 184 185 260 267
Jones, J.A. 18 255
Jones, S. 15 253
Journel, A.G. 24 35 260
Kackar, R.N. 64 260
Kaiser, M.S. 260
Kang, S.M. 270
Kedem, B. 40 261
Keller-McNulty, S. 4 9 200 252
Kelly, E. 4 9 200 252
Kennedy, M.C. 16 18 22 102 109 130 199 200 202 252 260 264
Kern, J.C. 31 259 260
Kimeldorf, G.S. 260
Kincaidy, R. 150 255
Kirkendall, N. 18 255
Kleijnen, J.P.C. 260
Known correlation function 63
Koehler, J.R. 261
Koksma — Hlawka inequality 144
Kottas, A. 199 200 202 252
Kotzar, G.M. 7 261
Kozintsev, B. 40 261
Kreyszig, E. 42 261
Krigifier 70
Kriging 73 86
Lagrange multiplier 83
Lahiri, S.N. 260
Lam, T.-K. 261
Laslett, G.M. 261
Latin hypercube design see "Designs: Latin hypercube design"
Latin hypercube sampling see "Sampling"
Lattice design see "Designs"
Laud, P.W. 270
Leadbetter, M.R. 27 33 38 43 255
Lehman, J. 22 69 185 186 261 270
Lempert, R. 11 261
LHD see "Designs: Latin hypercube design"
Likelihood 66 67
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