Application Of Kriging Models To Computer Experiments

As a new research topic of design of experiment (DoE), computer experiment hasbecome increasingly popular in the past25to30years. Diferent with traditionalphysical experiments, computer experiments are of great signifcance in practice andapplications. Performing simulation experiments on computer is a better and moreeconomical way. The thesis focuses on the research of computer experiments and themethods of modeling computer experiments in the recent30years. The methods ofmodeling computer experiments include polynomial models, local polynomial regres-sion, spline method, and Kriging models. In this thesis, I will introduced mainly onapplications and related theories of Kriging models in computer experiments, and I willprove the related theories. Besides, I also briefy introduce the idea of establishing localKriging model, and use examples to illustrate the necessity and beneft of establishinglocal Kriging model.