Design and Modeling for Computer Experiments
Fang, Kai-Tai / Li, Runze / Sudjianto, Agus
Taking a practical approach, Design and Modeling for Computer Experiments presents the most useful design and modeling methods for computer simulations used to study physical systems. The authors introduce the basic concepts of design as well as the concept of Latin hypercube sampling and its modifications. They cover uniform design, measures of uniformity, and their algebraic equations. They also provide various stochastic optimization techni...