A review on design, modeling and applications of computer experiments

In this paper, we provide a review of statistical methods that are useful in conducting computer experiments. Our focus is on the task of metamodeling, which is driven by the goal of optimizing a complex system via a deterministic simulation model. However, we also mention the case of a stochastic simulation, and examples of both cases are discussed. The organization of our review first presents several engineering applications, it then describes approaches for the two primary tasks of metamodeling: (i) selecting an experimental design; and (ii) fitting a statistical model. Seven statistical modeling methods are included. Both classical and newer experimental designs are discussed. Finally, our own computational study tests the various metamodeling options on two two-dimensional response surfaces and one ten-dimensional surface. © 2006 "IIE".