Empirical Best Linear Unbiased Prediction of Computer Simulator Output

Abstract

This chapter and Chap. 4 discuss techniques for predicting output for a computer simulator based on “training” runs from the model. Knowing how to predict computer output is a prerequisite for answering most practical research questions that involve computer simulators including those listed in Sect. 1.3. As an example where the prediction methods described below will be central, Chap. 6 will present a sequential design for a computer experiment to find input conditions \(\boldsymbol{x}\) that maximize a computer output which requires prediction of \(y(\boldsymbol{x})\) at all untried sites.