‘Computer Experiments’ by Koehler and Owen (1996)

I’ve heard a few statisticians complain about the rise in popularity (and funding) of research in uncertainty quantification, claiming that it’s all just a rehashing of statistics. And I think they have a point, for the most part. At the very least, those of us working in UQ should be aware of the excellent resources from the statistics literature that address UQ-like problems.

‘Computer Experiments’ by Koehler and Owen (Chapter 9 from ‘Handbook of statistics 13,’ 1996) is one of my personal favorites. It discusses Kriging and least squares surrogate models for expensive computer simulations and a variety of experimental designs. I consider it a must-read for people interested in UQ.

Here’s a PDF.

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