A methodology for fitting and validating metamodels in simulation

All the proposed designs are based on maximin Latin hypercubes and add an extra criterion to be optimised based on the distances between the points in the validation and original designs.

Simulation experiments are carried out to determine how well each design performs against the alternative criteria.

Comparisons between the two estimates, made on analytical examples, show the superiority of the second approach in terms of convergence and robustness.

A well known and widely used decision consists in replacing the computer code by a metamodel, predicting the model responses with a negligible computation time and rending straightforward the estimation of Sobol indices. Global sensitivity analysis of complex numerical models can be performed by calculating variance-based importance measures of the input variables, such as the Sobol indices.However, these techniques, requiring a large number of model evaluations, are often unacceptable for time expensive computer c ..." Global sensitivity analysis of complex numerical models can be performed by calculating variance-based importance measures of the input variables, such as the Sobol indices.To derive the distributions of these two validation statistics, this paper shows how to apply bootstrapping—without assuming normality.To illustrate the performance of these bootstrapped validation statistics, the paper uses Monte Carlo experiments with simple models.These techniques are finally applied to a real case of hydrogeological modeling. Complex computer codes are often too time expensive to be directly used to perform uncertainty propagation studies, global sensitivity analysis or to solve optimization problems.A well known and widely used method to circumvent this inconvenience consists in replacing the complex computer code by a ..." Complex computer codes are often too time expensive to be directly used to perform uncertainty propagation studies, global sensitivity analysis or to solve optimization problems.Classic design of experiments (DOE) is summarized, including standard measures of fit such as the R-square coefficient and cross-validation measures.This DOE is extended to sequential or stagewise DOE.The former high school gym teacher from Rosemère, Que., had been found guilty of sexual exploitation and sexual assault of a male student with whom she had a two-year relationship.Its details, by turns tawdry and disturbing, revealed how the then 30-year-old Pontbriand acted as mentor, confidante and sexual aggressor to the 15-year-old....

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