Computer Experimental Design for Gaussian Process Surrogates

With a rapid development of computing power, computer experiments have gained popularity in various scientific fields, like cosmology, ecology and engineering. However, some computer experiments for complex processes are still computationally demanding. A surrogate model or emulator, is often employed as a fast substitute for the simulator. Meanwhile, a common challenge in computer experiments and related fields is to efficiently explore the input space using a small number of samples, i.e., the experimental design problem. This dissertation focuses on the design problem under Gaussian process surrogates. The first work demonstrates empirically that space-filling designs disappoint when the model hyperparameterization is unknown, and must be estimated from data observed at the chosen design sites. A purely random design is shown to be superior to higher-powered alternatives in many cases. Thereafter, a new family of distance-based designs are proposed and their superior performance is illustrated in both static (one-shot design) and sequential settings. The second contribution is motivated by an agent-based model(ABM) of delta smelt conservation. The ABM is developed to assist in a study of delta smelt life cycles and to understand sensitivities to myriad natural variables and human interventions. However, the input space is high-dimensional, running the simulator is time-consuming, and its outputs change nonlinearly in both mean and variance. A batch sequential design scheme is proposed, generalizing one-at-a-time variance-based active learning, as a means of keeping multi-core cluster nodes fully engaged with expensive runs. The acquisition strategy is carefully engineered to favor selection of replicates which boost statistical and computational efficiencies. Design performance is illustrated on a range of toy examples before embarking on a smelt simulation campaign and downstream high-fidelity input sensitivity analysis.

Name thesis:degree_name

Doctor of Philosophy

Level thesis:degree_level

doctoral

Discipline thesis:degree_discipline

Statistics

Department dc:contributor.department

Statistics

Grantor dc:publisher

Virginia Tech

Year dc:date.issued

2020

Author dc:creator

• Zhang, Boya

Chair dc:contributor.committeechair

• Gramacy, Robert B.

Committee members dc:contributor.committeemember

• House, Leanna L.
• Higdon, David
• Deng, Xinwei

• Computer experiment
• experimental design
• sequential design
• Gaussian process surrogates
• input-dependent noise

Statement dc:rights

• In Copyright

Licence dc:rights.uri

• http://rightsstatements.org/vocab/InC/1.0/

Dc Identifier Other

vt_gsexam:27393

OAI identifier oai:identifier

oai:vtechworks.lib.vt.edu:10919/99886