A sequential design strategy for integrating low-accuracy and high-accuracy computer experiments
Xinmin Li, Xiao Wang, Shifeng Xiong · Communications in Statistics - Simulation and Computation · 2021
There is a growing trend in engineering that uses multiple computer codes with different levels of accuracy to study a complex system. We propose a flexible strategy for sequential design and analysis of a pair of high-accuracy (HC) and low-accuracy (LC) computer codes, which adds an arbitrary small number of HC runs and a large number of LC runs in each iteration. Numerical illustrations are presented to show the effectiveness of the proposed strategy.