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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 |
Lim, Y.B. 261
Lin, C.H. 199 200 202 252
Lin, D.K. 143 145 148 150 256
Lindley, D.V. 165 261
Linn, R. 4 9 200 252
Liu, L. 18 61 130 172 173 252
Local improvement 175 176 184
Lock bead distance 9
Loh, W.-L. 18 261
Low-discrepancy sequence 146
Lucas, T. 256
Lucas, T.W. 260
Lynn, R.R. 4 262
Main effect 134 194
Markov chain Monte Carlo 69
Martz, F. 24 201 202 266
Matern, B. 41 261
Matheron, G. 24 262
Maximin distance design see "Designs"
Maximum entropy design see "Designs"
Maximum entropy sampling see "Sampling"
Maximum likelihood see "Estimation methods"
Maximum likelihood EBLUP see "Predictors"
Maximum mean squared prediction error 170
McCurley, R.D. 258
McDonald, G.C. 262 268
McKay, M.D. 18 132 158 262
Mead, R. 85 263
Mean squared continuous 32
Mean squared prediction error 52 92 168
Meiring, W. 31 257
Mejia, J.M. 41 266
Mendes, B. 256
mesh 174
Minimax distance design see "Designs"
Minimum efficiency see "Designs"
Minimum index 149
Minimum linear MSPE predictor see "Predictors: best linear MSPE predictor"
Minimum linear unbiased MSPE predictor see "Predictors: best linear unbiased MSPE predictor"
Minimum MSPE predictor see "Predictors: best MSPE predictor"
Mitchell, T.J. 22 35 37 66 85 92 104 130 150 167 193 195 255 262 263 266 270
MLE see "Estimation methods: maximum likelihood"
MLE-EBLUP see "Predictors"
Mockus, A. 18 24 177 257 262 263
Mockus, J. 18 24 176 177 262 263
Mockus, L. 18 24 177 262 263
Modified Bessel function see "Bessel function"
Monotonic function and LHD 148
Monte Carlo 69 183
Montgomery, P. 7 8 9 263
Moore, L.M. 139 149 167 260
Moriarity, N.W. 268
Morris, M.D. 22 35 37 66 85 104 130 150 167 193 195 255 262 263 270
Moving average stochastic model 103
Moya, J. 200 201 265
Mrawira, D. 263
MSPE see "Mean squared prediction error"
Mulder, R. 269
Multiple output model 22—23
Multivaiiate Student t distribution see "Distributions"
Multivariate normal distribution see "Distributions"
Naylor, J.C. 263
Nazaret, W.A. 18 61 130 172 173 252
Neal, R. 263
Neal, R.M. 69 263
Nelder — Mead algorithm see "Optimization algorithms"
Nelder, J.A. 85 263
Neural network 62
Niederreiter, H. 143 144 145 159 160 253 264
Non-central Student t distribution see "Distributions"
Non-informative see "Prior"
Nonmonotone effects 192
Nonredundancy in designs 139 140
Nonsingular 210
Nonstationary 31
Notz, W.I. 6 7 10 16 19 22 84 182 184 185 186 199 200 254 261 270 271
Nugget effect 103
Numerical integration and design 159
O'Hagan, A. 16 18 22 102 109 130 200 202 258 260 264
Oakley, J.E. 16 18 24 46 264
Oberkampf, W.L. 200 269
Omre, H. 264
Optimization algorithms, branch and bound 85
Optimization algorithms, generalized pattern search 174
Optimization algorithms, Nelder — Mead simplex 85
Ordinary least squares estimate 58 61
Ornstein — Uhlenbeck process 36
Orthogonal array see "Designs"
Owen, A.B. 18 86 134 135 136 150 158 159 160 251 261 264
Padula, A.D. 69 71 269
Palmer, K. 150 265
Parametric empirical kriging 215—249
Park, B. 4 9 200 252 266
Park, J.S. 18 200 254 265 267
Partial correlation coefficient 191
Partial derivative 22 39 104
Partial derivative process 25 39 104
Partial variance 194 195
Parzen, E. 104 265
Patterson, H.D. 66 265
Paulo, R. 199 200 202 252
PCC see "Partial correlation coefficient"
Pebesma, E.J. 18 265
Peercy, D. 200 201 265
Pereira, A. 256
Perelson, A. 4 9 200 252
PErK see "Parametric empirical kriging"
Piepel, G.F. 265
Pilch, M. 200 201 265 269
Pointwise prediction interval 94 96
Poll step 175 176
Poole, D. 265
Porostosky, J. 271
Positive basis 174
Posterior distribution 68 98 99 166 179 183
Posterior mean 89—92
Posterior mode see "Estimation methods"
Posterior mode EBLUP see "Predictors"
Power parameter 65
Prado, P. 256
Prasad, N.G.N. 98 265
Prediction band see "Pointwise prediction interval"
Prediction bounds see "Pointwise prediction interval"
Prediction interval see "Pointwise prediction interval"
Predictive accuracy 69—76
Predictive distribution 87—88
Predictors, best linear MSPE 59
Predictors, best linear unbiased MSPE 59 60
Predictors, best MSPE 51
Predictors, cross-validation EBLUP 68
Predictors, empirical best linear unbiased 65
Predictors, linear 50
Predictors, linear unbiased 50
Predictors, MLE-EBLUP 66
Predictors, posterior mode EBLUP 68—69
Predictors, regression 50 70
Predictors, REML-EBLUP 66—68
Predictors, unbiased 50
Prior distribution, improper 53
Prior distribution, informative 88 89 94 96
Prior distribution, Jeffreys prior 94
Prior distribution, non-informative 47 88—90 94 96
Projection properties of a design 127 141
Proportional sampling see "Sampling"
Prosthesis 6 15 19 199
Pukelsheim, F. 121 123 171 265
Punch plan 8
Quasi-regression 86
Rabinowitz, M.J. 256
Raftery, A.E. 258 265 266
| Raghavan, N. 266
Raghavarao, D. 122 135 266
Rank transformation 192
Rao, J.N.K. 98 265
Reese, C.S. 24 201 202 266
Reklaitis, G. 18 24 263
REML see "Estimation methods: restricted maximum likelihood"
REML-EBLUP see "Predictors"
Residual maximum likelihood estimation see "Estimation methods: restricted maximum likelihood"
Riccomagno, E. 159 252
Rinnooy Kan, A.H.G. 85 266
Ripley, B.D. 24 266
Roache, P.J. 201 266
Robert, C.P. 69 266
Robustness criteria, -robust 21
Robustness criteria, -robust 21
Robustness criteria, Bayes 21
Robustness criteria, M-robust 21
Robustness criteria, minimax 20
Robustness criteria, Taguchi 21
Robustness criteria, V-robust 22
Rodriguez-Iturbe, I. 41 266
Romano, D. 266
Rougier, J.C. 18 200 202 254 257
Rouphail, N. 4 9 200 252
Rouphail, N.M. 200 266
Rudeen, D.K. 258
Ryan, K. 24 201 202 266
Sacks, J. 4 9 18 61 66 85 92 130 167 168 169 170 172 173 193 195 199 200 202 251 252 261 266 270
Sahama, A.R. 4 267
Saltelli, A. 189 190 193 195 197 198 256 259 267
Sampling, Latin hypercube 127—132
Sampling, maximum entropy 166
Sampling, proportional 133 152 158
Sampling, simple random 126
Sampling, stratified random 126
Sampson, P.D. 31 257 267
Sanchez, S.M. 260
Sanso, B. 46 69 252
Santner, T.J. 6 7 10 16 19 22 84 182 184 185 186 199 200 254 261 270 271
Schiller, S.B. 167 168 169 170 266
Schlensinger, M.E. 11 261
Schmuland, B. 258
Schoenberg, F. 4 9 200 252
Schonlau, M. 18 85 173 178 181 182 183 184 185 260 263 267
Scott, D.S. 167 262
Scott, E. 189 190 193 195 267
Search step 175 176
Searle, S.R. 267
Second-order stationary 30
Seheult, A.H. 18 200 202 254 255
Sensitivity analysis 189—199
Sensitivity analysis, first-order sensitivity index 194
Sensitivity analysis, higher-order sensitivity index 194
Sensitivity analysis, interaction plot 194
Sensitivity analysis, main effect plot 194
Sensitivity analysis, second-order sensitivity index 194
Separable 28
Sequential design see "Designs: global optimization"
Serafini, D.B. 10 61 174 175 176 253
Shannon, C.E. 165 267
Shewry, M.C. 166 167 267
Shoemaker, A.C. 267
Silvey, S.D. 121 123 267
Sim, J.W. 267
Simple random sampling see "Sampling"
Singer, C.E. 18 254
Skorokhod, A.V. 257
Slice sampling 69
Sloane, N. 122 258
SMF see "Surrogate management framework"
Smith, A.F.M. 263 270
Smith, H. 192 256
Smith, J.A. 254 255
Sobol' sequence see "Designs: other criteria"
Sobol', I.M. 193 267
Space-filling designs see "Designs"
Spatial autoregressive model 102
Spectral density 33 34
SPLINE 37 62
SRC see "Standardized regression coefficient"
Standardized regression coefficient 191
Stationarity 29
Stegun, I. 251
Stein, M.L. 18 33 35 37 41 99 106 127 134 135 217 257 268
Steinberg, D.M. 253 268
Stone, M. 67 268
Stopping criterion 181 184
Stratified random sampling see "Sampling"
Street, A.P. 122 268
Street, D.J. 122 268
Strength of an orthogonal array 136
Stroup, D.W. 4 254
Studden, W.J. 261 268
Stufken, J. 122 258
Swall, J. 31 259
Szego, G.P. 255
Takemura, A. 259
Tang, B. 18 137 150 268
Tarantola, S. 256
Thakuriah, P. 200 266
Thompson, R. 66 265
Tibshirani, R. 24 67 258
Tiesis, V. 18 176 177 263
Timmer, G.T. 85 266
Toda, M.D. 252
Tong, Y.L. 212 268
Tonse, S.R. 268
Torczon, V. 10 61 174 175 176 253 268
Total variance 194
Trosset, M.W. 61 69 71 150 174 175 176 253 255 268 269
Trucano, T.G. 199 200 201 259 265 269
Truss, L.T. 7 8 9 263
Tsui, K.-L. 150 265 267
Tu, J. 199 200 202 252
Tuning parameter 16
Two-factor interaction 191 193 195
Unbiased estimator 132 153
Unconstrained optimization see "Designs: global optimization"
Uniform designs see "Designs"
Validation 199—203
van Beers, W.C.M. 260
van Casteren, P. 269
van dei Vaart, A. 269
Variables, active 176
Variables, control 15
Variables, engineering see "Control"
Variables, environmental 16
Variables, manufacturing see "Control"
variables, noise see "Environmental"
Variogram 99
Vecchia, A.V. 35 41 269
Ver Hoef, J.M. 103 252 269
Verification 201
Vicario, G. 266
Voss, D. 121 255
Wahba, G. 68 257 260 270
Walker, S.G. 270
Wallis, J.R. 41 46 257
Walton, W. 4 270
Wang, H. 256
Welch, W.J. 18 61 66 85 92 130 140 150 167 168 169 170 172 173 178 181 182 183 184 185 193 195 225 251 252 257 260 261 263 266 267 270
White noise 31 40 41 58 216 218
Wiens, D.P. 144 148 258 270
Williams, B.J. 6 7 10 16 19 66 84 182 184 185 186 199 200 254 270 271
Wilson, A.G. 24 201 202 266
Winker, P. 143 145 148 150 256
Wolpert, R.L. 271
Wonderland model 11
Wu, C.F.J. 121 135 267 271
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