A Theoretical Framework for Calibration in Computer Models: Parametrization, Estimation and Convergence Properties
文献类型：期刊论文
| 作者 | Tuo, Rui1 ; Wu, C. F. Jeff2
|
| 刊名 | SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION
 |
| 出版日期 | 2016 |
| 卷号 | 4期号:1页码:767-795 |
| 关键词 | computer experiments uncertainty quantification Gaussian process reproducing kernel Hilbert space |
| ISSN号 | 2166-2525 |
| DOI | 10.1137/151005841 |
| 英文摘要 | Calibration parameters in deterministic computer experiments are those attributes that cannot be measured or are not available in physical experiments. Kennedy and O'Hagan [M. C. Kennedy and A. O'Hagan, J. R. Stat. Soc. Ser. B Stat. Methodol., 63 (2001), pp. 425-464] suggested an approach to estimating them by using data from physical experiments and computer simulations. A theoretical framework is given which allows us to study the issues of parameter identifiability and estimation. We define the L-2-consistency for calibration as a justification for calibration methods. It is shown that a simplified version of the original Kennedy-O'Hagan (KO) method leads to asymptotically L-2-inconsistent calibration. This L-2-inconsistency can be remedied by modifying the original estimation procedure. A novel calibration method, called L-2 calibration, is proposed, proven to be L-2-consistent, and enjoys optimal convergence rate. A numerical example and some mathematical analysis are used to illustrate the source of the L-2-inconsistency problem. |
| 资助项目 | Office of Advanced Scientific Computing Research ; U.S. Department of Energy[ERKJ259] ; UT-Battelle, LLC[De-AC05-00OR22725] ; National Center for Mathematics and Interdisciplinary Sciences, CAS ; NSFC[11271355] ; NSF[DMS-1308424] ; DOE[DE-SC0010548] |
| WOS研究方向 | Mathematics ; Physics |
| 语种 | 英语 |
| WOS记录号 | WOS:000407996700030 |
| 出版者 | SIAM PUBLICATIONS |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/26439]  |
| 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. A Theoretical Framework for Calibration in Computer Models: Parametrization, Estimation and Convergence Properties[J]. SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION,2016,4(1):767-795. |
| APA | Tuo, Rui,&Wu, C. F. Jeff.(2016).A Theoretical Framework for Calibration in Computer Models: Parametrization, Estimation and Convergence Properties.SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION,4(1),767-795. |
| MLA | Tuo, Rui,et al."A Theoretical Framework for Calibration in Computer Models: Parametrization, Estimation and Convergence Properties".SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION 4.1(2016):767-795. |
入库方式： OAI收割
来源：数学与系统科学研究院
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