New Developments on Computer Experiments with Quantitative and Qualitative Inputs

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Authors

Shahrokhian, Anita

Date

2025-01-30

Type

thesis

Language

eng

Keyword

Active Learning , Gaussian Process , BigData , Sequential Designs , Inverse Problem

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Abstract

Computer experiments with quantitative and qualitative inputs are widely used to study many scientific and engineering processes. Design, modeling and analysis of such computer experiments through emulators or surrogate models are important in the statistical literature. This thesis is devoted to three research topics on computer experiments with mixed inputs. First, we propose a novel adaptive design approach for contour estimations in computer experiments with mixed inputs. By incorporating an adaptive search region strategy, the methodology improves contour estimation accuracy, supported by numerical studies and a real application. Second, we address the computational challenges in modeling large-scale computer experiments with mixed inputs for prediction. We extend existing methodologies, such as the Vecchia approximation, global-local Gaussian process, and local approximation Gaussian process, to accommodate both quantitative and qualitative inputs. Our proposed approach based on Vecchia approximation significantly improves computational efficiency and predictive accuracy in computer experiments with mixed inputs. Lastly, we introduce an adaptive design framework to enhance prediction accuracy in computer experiments with mixed inputs using a new decision criterion. This framework allows adaptive designs to update the model when the new observation changes the model accuracy significantly. This strategy helps the computational efficiency of Gaussian process with mixed inputs. The methodologies presented in this thesis provide practical tools and significant advancements for analyzing computer experiments with mixed inputs, offering new insights and opportunities for future research in this field.

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Queen's University's Thesis/Dissertation Non-Exclusive License for Deposit to QSpace and Library and Archives Canada
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