The utilization of multiple fidelity simulators for the design and analysis of computer experiments has received increased attention in recent years. In this paper, we study the contour estimation problem for complex systems by considering two fidelity simulators. Our goal is to design a...

Minimax optimal designs can be useful for estimating response surface but they are notoriously difficult to study analytically. We provide the formulae for three types of minimax optimal designs over a user-specified region. We focus on polynomial models with various types of heteroscedastic...

Source extraction and dimensionality reduction are important in analyzing high dimensional and complex financial time series that are neither Gaussian distributed nor stationary. Independent component analysis (ICA) method can be used to factorize the data into a linear combination of...

Central composite discrepancy (CCD) has been proposed to measure the uniformity of a design over irregular experimental region. However, how CCD-based optimal uniform designs can be efficiently computed remains a challenge. Focusing on this issues, we proposed a particle swarm optimization-based...

Independent component analysis (ICA) is a modern factor analysis tool de- veloped in the last two decades. Given p-dimensional data, we search for that linear combination of data which creates (almost) independent components. Here copulae are used to model the p-dimensional data and then...