Computer and physical experiments: design, modeling, and multivariate interpolation
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Many problems in science and engineering are solved through experimental investigations. Because experiments can be costly and time consuming, it is important to efficiently design the experiment so that maximum information about the problem can be obtained. It is also important to devise efficient statistical methods to analyze the experimental data so that none of the information is lost. This thesis makes contributions on several aspects in the field of design and analysis of experiments. It consists of two parts. The first part focuses on physical experiments, and the second part on computer experiments. The first part on physical experiments contains three works. The first work develops Bayesian experimental designs for robustness studies, which can be applied in industries for quality improvement. The existing methods rely on modifying effect hierarchy principle to give more importance to control-by-noise interactions, which can violate the true effect order of a system because the order should not depend on the objective of an experiment. The proposed Bayesian approach uses a prior distribution to capture the effect hierarchy property and then uses an optimal design criterion to satisfy the robustness objectives. The second work extends the above Bayesian approach to blocked experimental designs. The third work proposes a new modeling and design strategy for mixture-of-mixtures experiments and applies it in the optimization of Pringles potato crisps. The proposed model substantially reduces the number of parameters in the existing multiple-Scheffé model and thus, helps the engineers to design much smaller experiments. The second part on computer experiments introduces two new methods for analyzing the data. The first is an interpolation method called regression-based inverse distance weighting (RIDW) method, which is shown to overcome some of the computational and numerical problems associated with kriging, particularly in dealing with large data and/or high dimensional problems. In the second work, we introduce a general nonparametric regression method, called kernel sum regression. More importantly, we make an interesting discovery by showing that a particular form of this regression method becomes an interpolation method, which can be used to analyze computer experiments with deterministic outputs.