PostFisherian Experimentation from Physical to Virtual费舍尔实验后从物理到虚拟.pptVIP

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PostFisherian Experimentation from Physical to Virtual费舍尔实验后从物理到虚拟.ppt

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PostFisherian Experimentation from Physical to Virtual费舍尔实验后从物理到虚拟

More on Kriging * Numerical Approach Can provide faster and more stable computation, and fit non-stationary surface with proper choice of basis functions. Some have inferential capability: Radial Basis interpolating Functions (closely related to kriging), smoothing splines (Bayesian interpretation). Others do not: MARS, Neural networks, regression-based inverse distance weighting interpolator (var est, but no distribution), sparse representation from overcomplete dictionary of functions. Need to impose a stochastic structure to do Uncertainty Quantification. One approach discussed next. * * Response Surface for Bistable Laser Diodes Scientific Objectives in Laser Diode Problem Each PLE corresponds to a chaotic light output, which can accommodate a secure optical communication channel; finding more PLEs would allow more secure communication channels. Objectives: Search all possible PLE (red area) and obtain predicted values for PLEs. A numerical approach called OBSM (next slide) can do this. Question: how to attach error limits to the predicted values? * Overcomplete Basis Surrogate Model Use an overcomplete dictionary of basis functions, no unknown parameters in basis functions. Use linear combinations of basis functions to approximate unknown functions; linear coefficients are the only unknown parameters. Use Matching Pursuit to identify nonzero coefficients; for fast and greedy computations. Choice of basis functions to “mimic” the shape of the surface. Can handle nonstationarity. Chen, Wang, and Wu (2010) * Imposing a Stochastic Structure * Simulation Results Left figure shows the medians and credible intervals for prediction points. Right figure gives a detailed plot for the last 200 points. * Summary Remarks Fisher’s influence continued from agricultural expts to industrial expts; motivated by the latter, new concepts (e.g., hierarchy, sparsity, heredity) and methodologies (e.g., response surface methodology, parameter design) were developed, which