We derive intrinsic Kriging, using Matherons intrinsic random functions which eliminate the trend in classic Kriging. We formulate this intrinsic Kriging as a metamodel in deterministic and random simulation models. For random simulation we derive an experimental design that also specifies the...

In this paper we investigate global optimization for black-box simulations using metamodels to guide this optimization. As a novel metamodel we introduce intrinsic Kriging, for either deterministic or random simulation. For deterministic simulation we study the famous `efficient global...

The Latin hypercube design (LHD) is a popular choice of experimental design when computer simulation is used to study a physical process. In this paper, we propose some methods for constructing nearly orthogonal Latin hypercube designs (NOLHDs) with 2, 4, 8, 12, 16, 20 and 24 factors having...

In the area of computer simulation, Latin hypercube designs play an important role. In this paper the classes of maximin and Audze-Eglais Latin hypercube designs are considered. Up to now only several two-dimensional designs and a few higher dimensional designs for these classes have been...

Sliced Latin hypercube designs, introduced by Qian (2012), are widely used for computer experiments with qualitative and quantitative factors, multiple experiments, cross-validation and stochastic optimization. In this paper, we propose a new class of sliced Latin hypercube design, called the...

U-type designs and orthogonal Latin hypercube designs (OLHDs) have been used extensively for performing computer experiments. Both have good spaced filling properties in one-dimension. U-type designs may not have low correlations among the main effects, quadratic effects and two-factor...

The use of computer modeling is fast increasing in almost everyscientific, engineering and business arena. This dissertationinvestigates some challenging issues in design, modeling andanalysis of computer experiments, which will consist of four majorparts. In the first part, a new approach is...

Latin hypercube designs have found wide application in computer experiments. A number of methods have recently been proposed to construct orthogonal Latin hypercube designs. In this paper, we propose an approach for expanding the orthogonal Latin hypercube design in Sun et al. (Biometrika...