Research on Meta-modeling Using Bayesian Hierarchical Priors
Wenze Shao · Jisuanji fangzhen · 2011
Computer experiments have become an attractive alternative to study complex physical systems.Computer experiments are primarily on the task of meta-modeling,which is the central to achieving any goal in computer experiments.A novel approach of meta-modeling was proposed for computer experiments via Bayesian hierarchical prior.Implementation was carried out by an EM(expectation-maximization) algorithm and some other methods were compared with.Experimental results demonstrate that the new approach not only yields state-of-art performance,but also has low computational cost.