757 research outputs found
Analysis-of-marginal-Tail-Means (ATM): a robust method for discrete black-box optimization
We present a new method, called Analysis-of-marginal-Tail-Means (ATM), for
effective robust optimization of discrete black-box problems. ATM has important
applications to many real-world engineering problems (e.g., manufacturing
optimization, product design, molecular engineering), where the objective to
optimize is black-box and expensive, and the design space is inherently
discrete. One weakness of existing methods is that they are not robust: these
methods perform well under certain assumptions, but yield poor results when
such assumptions (which are difficult to verify in black-box problems) are
violated. ATM addresses this via the use of marginal tail means for
optimization, which combines both rank-based and model-based methods. The
trade-off between rank- and model-based optimization is tuned by first
identifying important main effects and interactions, then finding a good
compromise which best exploits additive structure. By adaptively tuning this
trade-off from data, ATM provides improved robust optimization over existing
methods, particularly in problems with (i) a large number of factors, (ii)
unordered factors, or (iii) experimental noise. We demonstrate the
effectiveness of ATM in simulations and in two real-world engineering problems:
the first on robust parameter design of a circular piston, and the second on
product family design of a thermistor network
-SELC: Optimization by sequential elimination of level combinations using genetic algorithms and Gaussian processes
Identifying promising compounds from a vast collection of feasible compounds
is an important and yet challenging problem in the pharmaceutical industry. An
efficient solution to this problem will help reduce the expenditure at the
early stages of drug discovery. In an attempt to solve this problem, Mandal, Wu
and Johnson [Technometrics 48 (2006) 273--283] proposed the SELC algorithm.
Although powerful, it fails to extract substantial information from the data to
guide the search efficiently, as this methodology is not based on any
statistical modeling. The proposed approach uses Gaussian Process (GP) modeling
to improve upon SELC, and hence named -SELC. The performance of
the proposed methodology is illustrated using four and five dimensional test
functions. Finally, we implement the new algorithm on a real pharmaceutical
data set for finding a group of chemical compounds with optimal properties.Comment: Published in at http://dx.doi.org/10.1214/08-AOAS199 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
On Prediction Properties of Kriging: Uniform Error Bounds and Robustness
Kriging based on Gaussian random fields is widely used in reconstructing
unknown functions. The kriging method has pointwise predictive distributions
which are computationally simple. However, in many applications one would like
to predict for a range of untried points simultaneously. In this work we obtain
some error bounds for the (simple) kriging predictor under the uniform metric.
It works for a scattered set of input points in an arbitrary dimension, and
also covers the case where the covariance function of the Gaussian process is
misspecified. These results lead to a better understanding of the rate of
convergence of kriging under the Gaussian or the Mat\'ern correlation
functions, the relationship between space-filling designs and kriging models,
and the robustness of the Mat\'ern correlation functions
Construction of nested space-filling designs
New types of designs called nested space-filling designs have been proposed
for conducting multiple computer experiments with different levels of accuracy.
In this article, we develop several approaches to constructing such designs.
The development of these methods also leads to the introduction of several new
discrete mathematics concepts, including nested orthogonal arrays and nested
difference matrices.Comment: Published in at http://dx.doi.org/10.1214/09-AOS690 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
A generalized Gaussian process model for computer experiments with binary time series
Non-Gaussian observations such as binary responses are common in some
computer experiments. Motivated by the analysis of a class of cell adhesion
experiments, we introduce a generalized Gaussian process model for binary
responses, which shares some common features with standard GP models. In
addition, the proposed model incorporates a flexible mean function that can
capture different types of time series structures. Asymptotic properties of the
estimators are derived, and an optimal predictor as well as its predictive
distribution are constructed. Their performance is examined via two simulation
studies. The methodology is applied to study computer simulations for cell
adhesion experiments. The fitted model reveals important biological information
in repeated cell bindings, which is not directly observable in lab experiments.Comment: 49 pages, 4 figure
Dispersion Measures and Analysis for Factorial Directional Data with Replicates
Peer Reviewedhttps://deepblue.lib.umich.edu/bitstream/2027.42/147059/1/rssc02643.pd
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