Computer experiment

A computer experiment or simulation experiment is an experiment used to study a computer simulation, also referred to as an in silico system. This area includes computational physics, computational chemistry, computational biology and other similar disciplines. Computer simulations are constructed to emulate a physical system. Because these are meant to replicate some aspect of a system in detail, they often do not yield an analytic solution. Therefore, methods such as discrete event simulation or finite element solvers are used. A computer model is used to make inferences about the system it replicates. For example, climate models are often used because experimentation on an earth sized object is impossible. Computer experiments have been employed with many purposes in mind. Some of those include: Uncertainty quantification: Characterize the uncertainty present in a computer simulation arising from unknowns during the computer simulation's construction. Inverse problems: Discover the underlying properties of the system from the physical data. Bias correction: Use physical data to correct for bias in the simulation. Data assimilation: Combine multiple simulations and physical data sources into a complete predictive model. Systems design: Find inputs that result in optimal system performance measures. Modeling of computer experiments typically uses a Bayesian framework. Bayesian statistics is an interpretation of the field of statistics where all evidence about the true state of the world is explicitly expressed in the form of probabilities. In the realm of computer experiments, the Bayesian interpretation would imply we must form a prior distribution that represents our prior belief on the structure of the computer model. The use of this philosophy for computer experiments started in the 1980s and is nicely summarized by Sacks et al. (1989) . While the Bayesian approach is widely used, frequentist approaches have been recently discussed . The basic idea of this framework is to model the computer simulation as an unknown function of a set of inputs.