Projection pursuit emulation for many-input computer experiments

Yunfei Wei, Daijun Chen and Shifeng Xiong

Communications in Statistics - Theory and Methods, 2022, vol. 51, issue 17, 6078-6090

Abstract: This paper studies projection pursuit emulation for computer experiments with many input variables. This method aims at capturing the most influential directions of the inputs to the response, and thus the active dimensionality is reduced. Its interpolation property is proved under certain conditions. We also propose a two-stage method to handle the case where the projection pursuit method does not converge. Simulation studies show that the proposed methods are more efficient than the traditional Kriging methods.

Date: 2022
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DOI: 10.1080/03610926.2020.1853772

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