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We provide a new approach to approximate emulation of large computer experiments. By focusing expressly on desirable properties of the predictive equations, we derive a family of local sequential desi...
Statistical emulators of computer simulators have proven to be useful in a variety of applications. The widely adopted model for emulator building, using a Gaussian process model with strictly positiv...
We are interested in estimating probabilities of rare events in the context of com- puter experiments. These rare events depend on the output of a physical model with random input variables. Since t...
To perform uncertainty, sensitivity or optimization analysis on scalar variables calculated by a cpu time expensive computer code, a widely accepted methodology consists in first identifying the most...
We develop a new method for constructing "good" designs for computer experiments. The method derives its power from its basic structure that builds large designs using small designs. We specialize th...

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