Virtual Library of Simulation Experiments:

Emulation/Prediction Test Problems

Multi Fidelity Simulation Test Problems

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Currin et al. (1988) Exponential Function

Description:

Dimensions: 2

This function is a simple two-dimensional example which occurs several times in the literature on computer experiments.

Input Domain:

The function is evaluated on the square x_i ∈ [0, 1], for all i = 1, 2.

Modifications and Alternative Forms:

For the purpose of multi-fidelity simulation, Xiong et al. (2013) use the following function for the lower fidelity code:

Code:

References:

Currin, C., Mitchell, T., Morris, M., & Ylvisaker, D. (1988). A Bayesian approach to the design and analysis of computer experiments. Technical Report 6498. Oak Ridge National Laboratory.

Currin, C., Mitchell, T., Morris, M., & Ylvisaker, D. (1991). Bayesian prediction of deterministic functions, with applications to the design and analysis of computer experiments. Journal of the American Statistical Association, 86(416), 953-963.

Xiong, S., Qian, P. Z., & Wu, C. J. (2013). Sequential design and analysis of high-accuracy and low-accuracy computer codes. Technometrics, 55(1), 37-46.

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For questions or comments, please email Derek Bingham at: dbingham@stat.sfu.ca.