Experiment Design for Models with Field and Computer Trials

 

Derek Bingham, Simon Fraser University

Pritam Ranjan, Simon Fraser University

Shane Reese, BYU

 

Physical experimentation is an expensive endeavor. Computer experiments,

which are often a less expensive alternative, can provide a reasonably

accurate representation of physical experimental. This work proposes an

approach to designing experiments when the researcher has a limited amount of

data collected on each of the physical and computer systems and wishes to

allocate future experiments for both the physical and computer systems. This

hybrid experimental situation relies on a Gaussian process formulation for

the modelling of experimental outputs as functions of the system parameters

inputs. We demonstrate the methodology with both simulated and actual

experimental situations.