Composite grid designs for adaptive computer experiments with fast inference
Matthew Plumlee, Collin Erickson, Bruce E. Ankenman, Earl Lawrence · Biometrika · 2020
Summary Experiments are often used to produce emulators of deterministic computer code. This article introduces composite grid experimental designs and a sequential method for building the designs for accurate emulation. Computational methods are developed that enable fast and exact Gaussian process inference even with large sample sizes. We demonstrate that the proposed approach can produce emulators that are orders of magnitude more accurate than current approximations at a comparable computational cost.