EFFICIENT CALIBRATION FOR IMPERFECT COMPUTER MODELS
文献类型：期刊论文
| 作者 | Tuo, Rui1 ; Wu, C. F. Jeff2
|
| 刊名 | ANNALS OF STATISTICS
 |
| 出版日期 | 2015-12-01 |
| 卷号 | 43期号:6页码:2331-2352 |
| 关键词 | Computer experiments uncertainty quantification semiparametric efficiency reproducing kernel Hilbert space |
| ISSN号 | 0090-5364 |
| DOI | 10.1214/15-AOS1314 |
| 英文摘要 | Many computer models contain unknown parameters which need to be estimated using physical observations. Tuo and Wu (2014) show that the calibration method based on Gaussian process models proposed by Kennedy and O'Hagan [J. R. Stat. Soc. Ser. B. Stat. Methodol. 63 (2001) 425-464] may lead to an unreasonable estimate for imperfect computer models. In this work, we extend their study to calibration problems with stochastic physical data. We propose a novel method, called the L-2 calibration, and show its semiparametric efficiency. The conventional method of the ordinary least squares is also studied. Theoretical analysis shows that it is consistent but not efficient. Numerical examples show that the proposed method outperforms the existing ones. |
| 资助项目 | Office of Advanced Scientific Computing Research ; U.S. Department of Energy[ERKJ259] ; National Center for Mathematics and Interdisciplinary Sciences, CAS ; NSF[DMS-13-08424] ; DOE[DE-SC0010548] ; UT-Battelle, LLC[De-AC05-00OR22725] ; NSFC[11271355] |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000363437900001 |
| 出版者 | INST MATHEMATICAL STATISTICS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/21044]  |
| 专题 | 系统科学研究所 |
| 通讯作者 | Tuo, Rui |
| 作者单位 | 1.Chinese Acad Sci, Acad Math & Syst Sci, Beijing 100190, Peoples R China 2.Georgia Inst Technol, Sch Ind & Syst Engn, Atlanta, GA 30332 USA |
| 推荐引用方式 GB/T 7714 | Tuo, Rui,Wu, C. F. Jeff. EFFICIENT CALIBRATION FOR IMPERFECT COMPUTER MODELS[J]. ANNALS OF STATISTICS,2015,43(6):2331-2352. |
| APA | Tuo, Rui,&Wu, C. F. Jeff.(2015).EFFICIENT CALIBRATION FOR IMPERFECT COMPUTER MODELS.ANNALS OF STATISTICS,43(6),2331-2352. |
| MLA | Tuo, Rui,et al."EFFICIENT CALIBRATION FOR IMPERFECT COMPUTER MODELS".ANNALS OF STATISTICS 43.6(2015):2331-2352. |
入库方式： OAI收割
来源：数学与系统科学研究院
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