\magnification=1200
\baselineskip=20pt
\nopagenumbers
\font\big=cmr12 scaled \magstep2

\centerline{\bf STANFORD UNIVERSITY}
\centerline{\bf DEPARTMENT OF STATISTICS}
\centerline{\big DEPARTMENTAL SEMINAR}
\bigskip

\baselineskip=12pt
\centerline{4:15 p.m., Tuesday, April 1, 2003}
\centerline{Sequoia Hall Room 200}
\centerline{(Cookies at 3:45 in 1st Floor Lounge)}

\bigskip
\baselineskip=15pt
\centerline{\sl Jack P.C. Kleijnen}
\centerline{\sl Department of Information Systems and Management/Center 
for Economic Research (CentER)}
\centerline{\sl Tilburg University (UvT), Tilburg, The Netherlands}
\centerline{\sl http://center.kub.nl/staff/kleijnen/}

\bigskip
\centerline{\bf Application-driven Sequential Designs for Simulation           
	 Experiments: Kriging Metamodeling}
\bigskip


In this seminar I propose a novel method to select an experimental
design for interpolation in simulation. Though I focus on Kriging in
deterministic simulation, the method also applies to other types of
metamodels (besides Kriging), and to stochastic simulation. I focus on
simulations that require much computer time, so it is important to
select a design with a small number of observations. The proposed method
is therefore sequential. The novelty of the method is that it accounts
for the specific input/output function of the particular simulation
model at hand; i.e., the method is application-driven or customized.
This customization is achieved through cross-validation and jackknifing.
The new method is tested through two academic applications, which
demonstrate that the method indeed gives better
results than a design with a prefixed sample size.

\bye